Estimating extreme value cumulative distribution functions using bias-corrected kernel approaches

We propose a new kernel estimation of the cumulative distribution function based on transformation and on bias reducing techniques. We derive the optimal bandwidth that minimises the asymptotic integrated mean squared error. The simulation results show that our proposed kernel estimation improves alternative approaches when the variable has an extreme value distribution with heavy tail and the sample size is small.

On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for L��vy processes

Dans cette th��se, nous ��tudions quelques probl��mes fondamentaux en math��matiques financi��res et actuarielles, ainsi que leurs applications. Cette th��se est constitu��e de trois contributions portant principalement sur la th��orie de la mesure de risques, le probl��me de l���allocation du capital et la th��orie des fluctuations. Dans le chapitre 2, nous construisons de nouvelles mesures de risque coh��rentes et ��tudions l���allocation de capital dans le cadre de la th��orie des risques collectifs. Pour ce faire, nous introduisons la famille des "mesures de risque entropique cumulatifs" (Cumulative Entropic Risk Measures). Le chapitre 3 ��tudie le probl��me du portefeuille optimal pour le Entropic Value at Risk dans le cas o�� les rendements sont mod��lis��s par un processus de diffusion �� sauts (Jump-Diffusion). Dans le chapitre 4, nous g��n��ralisons la notion de "statistiques naturelles de risque" (natural risk statistics) au cadre multivari��. Cette extension non-triviale produit des mesures de risque multivari��es construites �� partir des donn��es financi��res et de donn��es d���assurance. Le chapitre 5 introduit les concepts de "drawdown" et de la "vitesse d�����puisement" (speed of depletion) dans la th��orie de la ruine. Nous ��tudions ces concepts pour des modeles de risque d��crits par une famille de processus de L��vy spectrallement n��gatifs.

Dynamic cumulative residual Renyi���s entropy

Recently, cumulative residual entropy (CRE) has been found to be a new measure of information that parallels Shannon���s entropy (see Rao et al. [Cumulative residual entropy: A new measure of information, IEEE Trans. Inform. Theory. 50(6) (2004), pp. 1220���1228] and Asadi and Zohrevand [On the dynamic cumulative residual entropy, J. Stat. Plann. Inference 137 (2007), pp. 1931���1941]). Motivated by this finding, in this paper, we introduce a generalized measure of it, namely cumulative residual Renyi���s entropy, and study its properties.We also examine it in relation to some applied problems such as weighted and equilibrium models. Finally, we extend this measure into the bivariate set-up and prove certain characterizing relationships to identify different bivariate lifetime models

Understanding cumulative risk

This paper summarizes the theory of simple cumulative risks���for example, the risk of food poisoning from the consumption of a series of portions of tainted food. Problems concerning such risks are extraordinarily difficult for na����ve individuals, and the paper explains the reasons for this difficulty. It describes how na����ve individuals usually attempt to estimate cumulative risks, and it outlines a computer program that models these methods. This account predicts that estimates can be improved if problems of cumulative risk are framed so that individuals can focus on the appropriate subset of cases. The paper reports two experiments that corroborated this prediction. They also showed that whether problems are stated in terms of frequencies (80 out of 100 people got food poisoning) or in terms of percentages (80% of people got food poisoning) did not reliably affect accuracy.

Another Proof of the Preceding Theory

Another Proof of the Preceding Theory was produced as part of a residency run by Artists in Archeology in conjunction with the Stonehenge Riverside project. The film explores the relationship between science, work and ritual, imagining archaeology as a future cult. As two robed disciples stray off from the dig, they are drawn to the drone of the stones and proceed to play the henge like a gigantic Theremin. Just as a Theremin is played with the hand interfering in an electric circuit and producing sound without contact, so the stones respond to the choreographed bodily proximity. Finally, one of the two continues alone to the avenue at Avebury, where the magnetic pull of the stones reaches its climax. Shot on VHS, the film features a score by Zuzushi Monkey, with percussion and theremin sounds mirroring the action. The performers are mostly artists and archeologists from the art and archaeology teams. The archeologists were encouraged to perform their normal work in the robes, in an attempt to explore the meeting points of science and ritual and interrogate our relationship to an ultimately unknowable prehistoric past where activities we do not understand are relegated to the realm of religion. Stonehenge has unique acoustic properties, it���s large sarsen stones are finely worked on the inside, left rough on the outside, intensifying sound waves within the inner horseshoe, but since their real use, having been built over centuries, remains ambiguous, the film proposes that our attempts to decode them may themselves become encoded in their cumulative meaning for future researchers.

Markov models of aging: theory and practice

We review and structure some of the mathematical and statistical models that have been developed over the past half century to grapple with theoretical and experimental questions about the stochastic development of aging over the life course. We suggest that the mathematical models are in large part addressing the problem of partitioning the randomness in aging: How does aging vary between individuals, and within an individual over the lifecourse? How much of the variation is inherently related to some qualities of the individual, and how much is entirely random? How much of the randomness is cumulative, and how much is merely short-term flutter? We propose that recent lines of statistical inquiry in survival analysis could usefully grapple with these questions, all the more so if they were more explicitly linked to the relevant mathematical and biological models of aging. To this end, we describe points of contact among the various lines of mathematical and statistical research. We suggest some directions for future work, including the exploration of information-theoretic measures for evaluating components of stochastic models as the basis for analyzing experiments and anchoring theoretical discussions of aging.

Assessment of cumulative damage by using ultrasonic C-scan on carbon fiber/epoxy composites under thermal cycling

Funda����o de Amparo �� Pesquisa do Estado de S��o Paulo (FAPESP)

Assessment of cumulative damage by using ultrasonic C-scan on carbon fiber/epoxy composites under thermal cycling

In recent years, structural composites manufactured by carbon fiber/epoxy laminates have been employed in large scale in aircraft industries. These structures require high strength under severe temperature changes of -56�� until 80 ��C. Regarding this scenario, the aim of this research was to reproduce thermal stress in the laminate plate developed by temperature changes and tracking possible cumulative damages on the laminate using ultrasonic C-scan inspection. The evaluation was based on attenuation signals and the C-scan map of the composite plate. The carbon fiber/epoxy plain weave laminate underwent temperatures of -60�� to 80 ��C, kept during 10 minutes and repeated for 1000, 2000, 3000 and 4000 times. After 1000 cycles, the specimens were inspected by C-scanning. A few changes in the laminate were observed using the inspection methodology only in specimens cycled 3000 times, or so. According to the found results, the used temperature range did not present enough conditions to cumulative damage in this type of laminate, which is in agreement with the macro - and micromechanical theory.

Theory after Dialogue: Christian-Muslim Engagement Today and Tomorrow

The phenomenon of Christian���Muslim dialogue has had a very chequered history. At varying times, three broad modes of engagement can be said to have operated: antipathy, affinity and inquiry, and these three modes can be found still in today's world. In some places, hostility and antipathy abound. In others, voices and actions express cordial friendship, d��tente and affinity. In this latter climate, the prospect of engagement in mutual inquiry and cooperative ventures is not only theoretically possible, but actively pursued, and in the first decade of the twenty-first century, a number of notable initiatives in the arena of mutual inquiry have taken place. This article addresses aspects of the context and development of Christian���Muslim dialogue as a modern phenomenon, and then turns to a review of three twenty-first century developments ��� the Building Bridges seminar series; the Stuttgart-based Christian���Muslim Theological Forum and the ���Common Word��� letter. It also reflects on the models and theology of dialogue, including not only theology for dialogue, but also theology in and ��� importantly ��� after dialogue.

Conceptual Frameworks for SIA Revisited: a cumulative effects study on lead contamination and economic change

This article trials three conceptual frameworks on an Australian case study of a small remote city suffering lead contamination, with cumulative effects from concurrent economic change due to downsizing in the mining industry. It interprets the usefulness of these frameworks, and explores two questions: can they apply to circumstances other than project assessment, and what are their relative merits as guides to SIA? All the frameworks reviewed can be used in non-project and cumulative SIA, although, if they had been used to predict the impacts in our case study, we may easily have been misled as to the resilience of the community. Choosing among these frameworks becomes a matter personal preference: each has different merits.

Quantum transition state theory and solving a first order master equation for complex reactions numerically

The field of chemical kinetics is an exciting and active field. The prevailing theories make a number of simplifying assumptions that do not always hold in actual cases. Another current problem concerns a development of efficient numerical algorithms for solving the master equations that arise in the description of complex reactions. The objective of the present work is to furnish a completely general and exact theory of reaction rates, in a form reminiscent of transition state theory, valid for all fluid phases and also to develop a computer program that can solve complex reactions by finding the concentrations of all participating substances as a function of time. To do so, the full quantum scattering theory is used for deriving the exact rate law, and then the resulting cumulative reaction probability is put into several equivalent forms that take into account all relativistic effects if applicable, including one that is strongly reminiscent of transition state theory, but includes corrections from scattering theory. Then two programs, one for solving complex reactions, the other for solving first order linear kinetic master equations to solve them, have been developed and tested for simple applications.

Estimation of Inequality Indices of the Cumulative Distribution Function

Date of Acceptance: 02/03/2015

Estimation of Inequality Indices of the Cumulative Distribution Function

Date of Acceptance: 02/03/2015

[the Teaching Of Social Sciences In Health: Between Practice And Theory].

The models of teaching social sciences and clinical practice are insufficient for the needs of practical-reflective teaching of social sciences applied to health. The scope of this article is to reflect on the challenges and perspectives of social science education for health professionals. In the 1950s the important movement bringing together social sciences and the field of health began, however weak credentials still prevail. This is due to the low professional status of social scientists in health and the ill-defined position of the social sciences professionals in the health field. It is also due to the scant importance attributed by students to the social sciences, the small number of professionals and the colonization of the social sciences by the biomedical culture in the health field. Thus, the professionals of social sciences applied to health are also faced with the need to build an identity, even after six decades of their presence in the field of health. This is because their ambivalent status has established them as a partial, incomplete and virtual presence, requiring a complex survival strategy in the nebulous area between social sciences and health.