A Study on the Reversed Lack of Memory Property and its Generalizations

In this thesis, the concept of reversed lack of memory property and its generalizations is studied.We we generalize this property which involves operations different than the ”addition”. In particular an associative, binary operator ” * ” is considered. The univariate reversed lack of memory property is generalized using the binary operator and a class of probability distributions which include Type 3 extreme value, power function, reflected Weibull and negative Pareto distributions are characterized (Asha and Rejeesh (2009)). We also define the almost reversed lack of memory property and considered the distributions with reversed periodic hazard rate under the binary operation. Further, we give a bivariate extension of the generalized reversed lack of memory property and characterize a class of bivariate distributions which include the characterized extension (CE) model of Roy (2002a) apart from the bivariate reflected Weibull and power function distributions. We proved the equality of local proportionality of the reversed hazard rate and generalized reversed lack of memory property. Study of uncertainty is a subject of interest common to reliability, survival analysis, actuary, economics, business and many other fields. However, in many realistic situations, uncertainty is not necessarily related to the future but can also refer to the past. Recently, Di Crescenzo and Longobardi (2009) introduced a new measure of information called dynamic cumulative entropy. Dynamic cumulative entropy is suitable to measure information when uncertainty is related to the past, a dual concept of the cumulative residual entropy which relates to uncertainty of the future lifetime of a system. We redefine this measure in the whole real line and study its properties. We also discuss the implications of generalized reversed lack of memory property on dynamic cumulative entropy and past entropy.In this study, we extend the idea of reversed lack of memory property to the discrete set up. Here we investigate the discrete class of distributions characterized by the discrete reversed lack of memory property. The concept is extended to the bivariate case and bivariate distributions characterized by this property are also presented. The implication of this property on discrete reversed hazard rate, mean past life, and discrete past entropy are also investigated.

Some Properties of Weighted Distributions in the Context of Repairable Systems

In this article we introduce some structural relationships between weighted and original variables in the context of maintainability function and reversed repair rate. Furthermore, we prove some characterization theorems for specific models such as power, exponential, Pareto II, beta, and Pearson system of distributions using the relationships between the original and weighted random variables

Implied Hazard Rates Analysis Through Brazilian Corporate Debt

No Brasil, o mercado de crédito corporativo ainda é sub-aproveitado. A maioria dos participantes não exploram e não operam no mercado secundário, especialmente no caso de debêntures. Apesar disso, há inúmeras ferramentas que poderiam ajudar os participantes do mercado a analisar o risco de crédito e encorajá-los a operar esses riscos no mercado secundário. Essa dissertação introduz um modelo livre de arbitragem que extrai a Perda Esperada Neutra ao Risco Implícita nos preços de mercado. É uma forma reduzida do modelo proposto por Duffie and Singleton (1999) e modela a estrutura a termo das taxas de juros através de uma Função Constante por Partes. Através do modelo, foi possível analisar a Curva de Perda Esperada Neutra ao Risco Implícita através dos diferentes instrumentos de emissores corporativos brasileiros, utilizando Títulos de Dívida, Swaps de Crédito e Debêntures. Foi possível comparar as diferentes curvas e decidir, em cada caso analisado, qual a melhor alternativa para se tomar o risco de crédito da empresa, via Títulos de Dívida, Debêntures ou Swaps de Crédito.

Validity and reliability of the Portuguese version of Mandibular Function Impairment Questionnaire

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

Modelação e análise da vida útil (metrológica) de medidores tipo indução de energia elétrica ativa

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Alocação de Chaves para Transferências Automáticas de Cargas entre Subestações Utilizando Algoritmo Busca Tabu Reativa

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Reconfiguração de sistemas de distribuição utilizando metaheurísticas e critérios de confiabilidade

In an ever more competitive environment, power distribution companies must satisfy two conflicting objectives: minimizing investment costs and the satisfaction of reliability targets. The network reconfiguration of a distribution system is a technique that well adapts to this new deregulated environment for it allows improvement of reliability indices only opening and closing switches, without the onus involved in acquiring new equipment. Due to combinatorial explosion problem characteristic, in the solution are employed metaheuristics methods, which converge to optimal or quasi-optimal solutions, but with a high computational effort. As the main objective of this work is to find the best configuration(s) of the distribution system with the best levels of reliability, the objective function used in the metaheuristics is to minimize the LOLC - Loss Of Load Cost, which is associated with both, number and duration of electric power interruptions. Several metaheuristics techniques are tested, and the tabu search has proven to be most appropriate to solve the proposed problem. To characterize computationally the problem of the switches reconfiguring was developed a vector model (with integers) of the representation of the switches, where each normally open switch is associated with a group of normally closed switches. In this model simplifications have been introduced to reduce computational time and restrictions were made to exclude solutions that do not supply energy to any load point of the system. To check violation of the voltage and loading criteria a study of power flow for the ten best solutions is performed. Also for the ten best solutions a reliability evaluation using Monte Carlo sequential simulation is performed, where it is possible to obtain the probability distributions of the indices and thus calculate the risk of paying penalty due to not meeting the goals. Finally, the methodology is applied in a real Brazilian distribution network, and the results are discussed.

Endothelial function in pre-pubertal children at risk of developing cardiomyopathy: a new frontier

Although it is known that obesity, diabetes, and Kawasaki's disease play important roles in systemic inflammation and in the development of both endothelial dysfunction and cardiomyopathy, there is a lack of data regarding the endothelial function of pre-pubertal children suffering from cardiomyopathy. In this study, we performed a systematic review of the literature on pre-pubertal children at risk of developing cardiomyopathy to assess the endothelial function of pre-pubertal children at risk of developing cardiomyopathy. We searched the published literature indexed in PubMed, Bireme and SciELO using the keywords 'endothelial', 'children', 'pediatric' and 'infant' and then compiled a systematic review. The end points were age, the pubertal stage, sex differences, the method used for the endothelial evaluation and the endothelial values themselves. No studies on children with cardiomyopathy were found. Only 11 papers were selected for our complete analysis, where these included reports on the flow-mediated percentage dilatation, the values of which were 9.80±1.80, 5.90±1.29, 4.50±0.70, and 7.10±1.27 for healthy, obese, diabetic and pre-pubertal children with Kawasaki's disease, respectively. There was no significant difference in the dilatation, independent of the endothelium, either among the groups or between the genders for both of the measurements in children; similar results have been found in adolescents and adults. The endothelial function in cardiomyopathic children remains unclear because of the lack of data; nevertheless, the known dysfunctions in children with obesity, type 1 diabetes and Kawasaki's disease may influence the severity of the cardiovascular symptoms, the prognosis, and the mortality rate. The results of this study encourage future research into the consequences of endothelial dysfunction in pre-pubertal children.

Heart rate recovery after exercise in chronic heart failure: Role of vital exhaustion and type D personality

OBJECTIVE: Vital exhaustion and type D personality previously predicted mortality and cardiac events in patients with chronic heart failure (CHF). Reduced heart rate recovery (HRR) also predicts morbidity and mortality in CHF. We hypothesized that elevated levels of vital exhaustion and type D personality are both associated with decreased HRR. METHODS: Fifty-one patients with CHF (mean age 58+/-12 years, 82% men) and left ventricular ejection fraction (LVEF)

Essays on Job Search and Labor Market Dynamics

This dissertation consists of three separate essays on job search and labor market dynamics. In the first essay, “The Impact of Labor Market Conditions on Job Creation: Evidence from Firm Level Data”, I study how much changes in labor market conditions reduce employment fluctuations over the business cycle. Changes in labor market conditions make hiring more expensive during expansions and cheaper during recessions, creating counter-cyclical incentives for job creation. I estimate firm level elasticities of labor demand with respect to changes in labor market conditions, considering two margins: changes in labor market tightness and changes in wages. Using employer-employee matched data from Brazil, I find that all firms are more sensitive to changes in wages rather than labor market tightness, and there is substantial heterogeneity in labor demand elasticity across regions. Based on these results, I demonstrate that changes in labor market conditions reduce the variance of employment growth over the business cycle by 20% in a median region, and this effect is equally driven by changes along each margin. Moreover, I show that the magnitude of the effect of labor market conditions on employment growth can be significantly affected by economic policy. In particular, I document that the rapid growth of the national minimum wages in Brazil in 1997-2010 amplified the impact of the change in labor market conditions during local expansions and diminished this impact during local recessions.

In the second essay, “A Framework for Estimating Persistence of Local Labor

Demand Shocks”, I propose a decomposition which allows me to study the persistence of local labor demand shocks. Persistence of labor demand shocks varies across industries, and the incidence of shocks in a region depends on the regional industrial composition. As a result, less diverse regions are more likely to experience deeper shocks, but not necessarily more long lasting shocks. Building on this idea, I propose a decomposition of local labor demand shocks into idiosyncratic location shocks and nationwide industry shocks and estimate the variance and the persistence of these shocks using the Quarterly Census of Employment and Wages (QCEW) in 1990-2013.

In the third essay, “Conditional Choice Probability Estimation of Continuous- Time Job Search Models”, co-authored with Peter Arcidiacono and Arnaud Maurel, we propose a novel, computationally feasible method of estimating non-stationary job search models. Non-stationary job search models arise in many applications, where policy change can be anticipated by the workers. The most prominent example of such policy is the expiration of unemployment benefits. However, estimating these models still poses a considerable computational challenge, because of the need to solve a differential equation numerically at each step of the optimization routine. We overcome this challenge by adopting conditional choice probability methods, widely used in dynamic discrete choice literature, to job search models and show how the hazard rate out of unemployment and the distribution of the accepted wages, which can be estimated in many datasets, can be used to infer the value of unemployment. We demonstrate how to apply our method by analyzing the effect of the unemployment benefit expiration on duration of unemployment using the data from the Survey of Income and Program Participation (SIPP) in 1996-2007.

Dyspareunia And Lubrication In Premature Ovarian Failure Using Hormonal Therapy And Vaginal Health.

To evaluate vaginal microbiological and functional aspects in women with and without premature ovarian failure (POF) and the relationship with sexual function. A cross-sectional study of 36 women with POF under hormonal therapy who were age-matched with 36 women with normal gonadal function. The vaginal tropism was assessed through hormonal vaginal cytology, vaginal pH and vaginal health index (VHI). Vaginal flora were assessed by the amine test, bacterioscopy and culture for fungi. Sexual function was evaluated through the questionnaire Female Sexual Function Index (FSFI). Women in both groups were of similar age and showed similar marital status. The two groups presented vaginal tropic scores according to the VHI but the tropism was worse among women in the POF group. No difference was observed with respect to hormonal cytology and pH. Vaginal flora was similar in both groups. Women with POF showed worse sexual performance with more pain and poorer lubrication than women in the control group. The VHI, the only parameter evaluated showing statistical difference between the groups, did not correlate with the domains of pain and lubrication in the FSFI questionnaire. These findings suggest that the use of systemic estrogen among women with POF is not enough to improve complaints of lubrication and pain despite conferring similar tropism and vaginal flora. Other therapeutic options need to be evaluated.

Influence of patient age and implantation technique on the probability of re-replacement of the homograft aortic valve

Background and aim of the study: Results of valve re-replacement (reoperation) in 898 patients undergoing aortic valve replacement with cryopreserved homograft valves between 1975 and 1998 are reported. The study aim was to provide estimates of unconditional probability of valve reoperation and cumulative incidence function (actual risk) of reoperation. Methods: Valves were implanted by subcoronary insertion (n = 500), inclusion cylinder (n = 46), and aortic root replacement (n = 352). Probability of reoperation was estimated by adopting a mixture model framework within which estimates were adjusted for two risk factors: patient age at initial replacement, and implantation technique. Results: For a patient aged 50 years, the probability of reoperation in his/her lifetime was estimated as 44% and 56% for non-root and root replacement techniques, respectively. For a patient aged 70 years, estimated probability of reoperation was 16% and 25%, respectively. Given that a reoperation is required, patients with non-root replacement have a higher hazard rate than those with root replacement (hazards ratio = 1.4), indicating that non-root replacement patients tend to undergo reoperation earlier before death than root replacement patients. Conclusion: Younger patient age and root versus non-root replacement are risk factors for reoperation. Valve durability is much less in younger patients, while root replacement patients appear more likely to live longer and hence are more likely to require reoperation.

Quantification of Regional Left and Right Ventricular Deformation Indices in Healthy Neonates by Using Strain Rate and Strain Imaging

Background: Color Doppler myocardial imaging (CDMI) allows the calculation of local longitudinal or radial strain rate (SR) and strain (epsilon). The aims of this study were to determine the feasibility and reproducibility of longitudinal and radial SR and epsilon in neonates during the first hours of life and to establish reference values. Methods: Data were obtained from 55 healthy neonates (29 male; mean age, 20 +/- 14 hours; mean birth weight, 3,174 +/- 374 g). Apical and parasternal views quantified regional longitudinal and radial SR and epsilon in differing ventricular wall segments. Values at peak systole, early diastole, and late diastole were calculated from the extracted curves. CDMI data acquired at 300 +/- 50 frames/s were analyzed offline. Three consecutive cardiac cycles were measured during normal respiration. The timing of specific systolic or diastolic regional events was determined. Multiple comparisons between walls and segments were made. Results: Left ventricular (LV) longitudinal deformation showed basal differences compared with apical segments within one specific wall. Right ventricular (RV) longitudinal deformation was not homogeneous, with significant differences between basal and apical segments. Longitudinal 3 values were higher in the RV free basal and middle wall segments compared with the left ventricle. In the RV free wall apical segment, longitudinal SR and 3 were maximal. LV systolic SR and epsilon values were higher radially compared with longitudinally (radial peak systolic SR midportion, 2.9 +/- 0.6 s(-1); radial peak systolic epsilon 53.8 +/- 19%; longitudinal peak systolic SR midportion, -1.8 +/- 0.5 s(-1); longitudinal peak systolic epsilon, -24.8 +/- 3%; P < .01). Longitudinal systolic epsilon and SR interobserver variability values were 1.2% and 0.7%, respectively. Conclusion: Ultrasound-based SR and 3 imaging is a practical and reproducible clinical technique in neonates, allowing the calculation of regional longitudinal and radial deformation in RV and LV segments. These regional SR and epsilon indices represent new, noninvasive parameters that can quantify normal neonate regional cardiac function. Independent from visual interpretation, they can be used as reference values for diagnosis in ill neonates. (J Am Soc Echocardiogr 2009;22:369-375.)

Influence of Parasympathetic Modulation in Doppler Mitral Inflow Velocity in Individuals without Heart Disease

Background: The relation between left ventricular filing velocities determined by Doppler echocardiography and autonomic nervous system function assessed by heart rate variability (HRV) is unclear. The aim of this study was to evaluate the influence of the autonomic nervous system assessed by the time and frequency domain indices of HRV in the Doppler indices of left ventricular diastolic filling velocities in patients without heart disease. Methods: We studied 451 healthy individuals (255 female [56.4%]) with normal blood pressure, electrocardiogram, chest x-ray, and treadmill electrocardiographic exercise stress test results, with a mean age of 43 +/- 12 (range 15-82) years, who underwent transthoracic Doppler echocardiography and 24-hour electrocardiographic ambulatory monitoring. We studied indices of HRV on time (standard deviation [SD] of all normal sinus RR intervals during 24 hours, SD of averaged normal sinus RR intervals for all 5-minute segments, mean of the SD of all normal sinus RR intervals for all 5-minute segments, root-mean-square of the successive normal sinus RR interval difference, and percentage of successive normal sinus RR intervals > 50 ms) and frequency (low frequency, high frequency, very low frequency, low frequency/high frequency ratio) domains relative to peak flow velocity during rapid passive filling phase (E), atrial contraction (A), E/A ratio, E-wave deceleration time, and isovolumic relaxation time. Statistical analysis was performed with Pearson correlation and logistic regression. Results: Peak flow velocity during rapid passive filling phase (E) and atrial contraction (A), E/A ratio, and deceleration time of early mitral inflow did not demonstrate a significant correlation with indices of HRV in time and frequency domain. We found that the E/A ratio was < 1 in 45 individuals (10%). Individuals with an E/A ratio < 1 had lower indices of HRV in frequency domain (except low frequency/high frequency) and lower indices of the mean of the SD of all normal sinus RR intervals for all 5-minute segments, root-mean-square of the successive normal sinus RR interval difference, and percentage of successive normal sinus RR intervals > 50 ms in time domain. Logistic regression demonstrated that an E/A ratio < 1 was associated with lower HF. Conclusion: Individuals with no evidence of heart disease and an E/A ratio < 1 demonstrated a significant decrease in indexes of HRV associated with parasympathetic modulation. (J Am Soc Echocardiogr 2010;23: 762-5.)