945 resultados para Multivariate Distributions


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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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The spatial and seasonal distributions of Callinectes danae Smith, 1869, in Ubatuba Bay, São Paulo, Brazil, were investigated as a part of a broad study on the general biology of portunids along the northern coast of São Paulo State, Brazil. Swimming crabs were collected during one year, from September 1995 to August 1996, along eight transects determined according to local physiographic features. Three replicate trawls were performed monthly at each transect. Depth. salinity, dissolved oxygen, temperature, organic matter content, and texture of the sediment were measured. Callinectes danae individuals were concentrated in shallow water close to the discharge of estuaries where the bottom is composed of fine and very fine sand. The species was more abundant in the warmer months. During the study period, C. danae exhibited continuous reproduction with a peak of reproductive intensity in June. Within this area, some sites are particularly favorable for C. danae establishment due to a combination of factors and prevailing local conditions.

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A strong Stieltjes distribution d psi(t) is called symmetric if it satisfies the propertyt(omega) d psi(beta(2)/t) = -(beta(2)/t)(omega) d psi(t), for t is an element of (a, b) subset of or equal to (0, infinity), 2 omega is an element of Z, and beta > 0.In this article some consequences of symmetry on the moments, the orthogonal L-polynomials and the quadrature formulae associated with the distribution are given. (C) 1999 Elsevier B.V. B.V. All rights reserved.

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This study evaluated the influence an abdominal support attached to a traditional stool, of those used by dentists, has on the body's distribution of the electrical activity of the superior trapezius and the longissimus thoracic muscles of dental students during the execution of a clinical procedure. The results showed no significant difference in the body's distribution in the seat and backrest, but did reveal there was a weight discharge of 3.1 +/- 1.9% of dentist's body weight in the abdominal support. The 9 o'clock position proved to be the best position to perform clinical procedures. It was also observed that the position was closer to the body's axis.

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We present a search for electroweak production of single top quarks in the s-channel (p (p) over bar -> t (b) over bar +X) and t-channel (p (p) over bar -> tq (b) over bar +X) modes. We have analyzed 230 pb(-1) of data collected with the D0 detector at the Fermilab Tevatron Collider at a center-of-mass energy of root s=1.96 TeV. No evidence for a single top quark signal is found. We set 95% confidence level upper limits on the production cross sections, based on binned likelihoods formed from a neural network output. The observed (expected) limits are 6.4 pb (4.5 pb) in the s-channel and 5.0 pb (5.8 pb) in the t-channel.

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We use local quark-hadron duality to calculate the nucleon structure function as seen by neutrino and muon beams. Our result indicates a possible signal of charge symmetry violation at the parton level in the very large x region.

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We derive the formal expressions needed to discuss the change of the twist-two parton distribution functions when a hadron is placed in a medium with relativistic scalar and vector mean fields. (C) 2004 Elsevier B.V. All rights reserved.

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In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)