893 resultados para Modified VaR


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A four parameter generalization of the Weibull distribution capable of modeling a bathtub-shaped hazard rate function is defined and studied. The beauty and importance of this distribution lies in its ability to model monotone as well as non-monotone failure rates, which are quite common in lifetime problems and reliability. The new distribution has a number of well-known lifetime special sub-models, such as the Weibull, extreme value, exponentiated Weibull, generalized Rayleigh and modified Weibull distributions, among others. We derive two infinite sum representations for its moments. The density of the order statistics is obtained. The method of maximum likelihood is used for estimating the model parameters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the proposed distribution. (C) 2008 Elsevier B.V. All rights reserved.

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This paper proposes a regression model considering the modified Weibull distribution. This distribution can be used to model bathtub-shaped failure rate functions. Assuming censored data, we consider maximum likelihood and Jackknife estimators for the parameters of the model. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and we also present some ways to perform global influence. Besides, for different parameter settings, sample sizes and censoring percentages, various simulations are performed and the empirical distribution of the modified deviance residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for a martingale-type residual in log-modified Weibull regression models with censored data. Finally, we analyze a real data set under log-modified Weibull regression models. A diagnostic analysis and a model checking based on the modified deviance residual are performed to select appropriate models. (c) 2008 Elsevier B.V. All rights reserved.

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We study in detail the so-called beta-modified Weibull distribution, motivated by the wide use of the Weibull distribution in practice, and also for the fact that the generalization provides a continuous crossover towards cases with different shapes. The new distribution is important since it contains as special sub-models some widely-known distributions, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among several others. It also provides more flexibility to analyse complex real data. Various mathematical properties of this distribution are derived, including its moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are also derived for the chf, mean deviations, Bonferroni and Lorenz curves, reliability and entropies. The estimation of parameters is approached by two methods: moments and maximum likelihood. We compare by simulation the performances of the estimates from these methods. We obtain the expected information matrix. Two applications are presented to illustrate the proposed distribution.

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This work aimed to determining the anatomical structure of wood, through methodology of histology and X-ray densitometry, of resin-tapped and not resin-tapped Pinus caribaea var. hondurensis trees samples, of three diameter classes. Pine trees, in forest plantation established in 1969, in the Ecological Experimental Station of Itirapina, from the Forestry Institute of Sao Paulo State, were measured and stratified into three classes of trunk diameter. The pine trees were resin-tapped since 2004, with the opening of two simultaneous and opposing panels. Sixty samples of pine wood trees were extracted from the tree trunk through a non-destructive method and in the laboratory. Tree rings were determined in the laboratory and wood apparent density by X-ray densitometry. The test results showed that: (i) false tree rings occur in the early wood and late wood of the tree rings due to climate change; (ii) the X-ray densitometry allowed the demarcation of the tree rings limits; (iii) the wood apparent density average was significantly different between the trees in high class diameter and in the medium-low class; (iv) the wood characteristics from the resin-tapped and non resin-tapped faces did not show significant differences.

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Maize (Zea mays L.) is a very important cereal to world-wide economy which is also true for Brazil, particularly in the South region. Grain yield and plant height have been chosen as important criteria by breeders and farmers from Santa Catarina State (SC), Brazil. The objective of this work was to estimate genetic-statistic parameters associated with genetic gain for grain yield and plant height, in the first cycle of convergent-divergent half-sib selection in a maize population (MPA1) cultivated by farmers within the municipality of Anchieta (SC). Three experiments were carried out in different small farms at Anchieta using low external agronomic inputs; each experiment represented independent samples of half-sib families, which were evaluated in randomized complete blocks with three replications per location. Significant differences among half-sib families were observed for both variables in all experiments. The expected responses to truncated selection of the 25% better families in each experiment were 5.1, 5.8 and 5.2% for reducing plant height and 3.9, 5.7 and 5.0% for increasing grain yield, respectively. The magnitudes of genetic-statistic parameters estimated evidenced that the composite population MPA1 exhibits enough genetic variability to be used in cyclical process of recurrent selection. There were evidences that the genetic structure of the base population MPA1, as indicated by its genetic variability, may lead to expressive changes in the traits under selection, even under low selection pressure.

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Literature has documented beneficial effects of seed priming on speed, synchronization and uniformity of germination. often leading to improved stand establishment. However. doubts still persist about the possible reversal effects, after drying and during storage of primed seeds that could overcome, partial or totally, the improved performance. The objectives of this research were to identify drying and storage procedures that would maintain the physiological performance achieved after seed priming, without negative effects on storability. First. hydroprimed cauliflower Seeds cv. Sharon and cv. Teresopolis Gigante, each represented by three seed lots were submitted to fast drying, slow drying, and treatments of pre-drying incubation (exposure to 35 degrees C, to a polyethylene glycol 6000 solution or a heat shock) followed by fast drying. In the second phase of this study, hydroprimed seed samples were submitted to fast drying (30-35 degrees C and 40-50% R.H.) and stored under laboratory conditions or in a chamber at 20 degrees C and 50% relative humidity for six months. Seed physiological potential was evaluated after 60-day intervals for germination (speed and percentage), Seedling emergence and saturated salt accelerated aging tests. All drying treatments efficiently preserved the favourable priming effects, except for the incubation at 35 degrees C for 96-144 hours. The beneficial priming effects followed by fast drying persisted for four months under controlled conditions (20 degrees C and 50% relative humidity).

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The objective of this study was to evaluate the effect of particle size and concentration of poly(F.-caprolactone) and adipate modified starch blend on mineralization in soils with differing textures, comparing it with polyethylene under the same experimental conditions. Two soil types were used: a Kandiudalfic Eutrudox with a clayey texture and an Arenic Hapludult with a sandy texture. The two different plastic specimens were incorporated in the form of plastic films with three increasing particle sizes and six doses, from 0 to 2.5 mg C g(-1) soil. Each plastic dose was incorporated into 200 g of soil placed in a hermetically closed jar at 28 degrees C, and incubated for a 120-day period to determine CO(2) evolution. Once again it was confirmed that polyethylene is almost non-biodegradable, in contrast to PCL/S, which can be defined as a biodegradable material. Soil texture affected the mineralization kinetics of the plastic specimens, with higher values for the clayey soil. No changes in soil microbial biomass-C or -N were observed by adding polyethylene and PCL/S to the soil. Also, no significant differences were observed on seed emergence and development of rice seedlings (Oryza sativa L.) in plastic modified soil. (C) 2009 Elsevier Ltd. All rights reserved.

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This study investigated the influence of heat treatment on the chemical composition of Eucalyptus saligna and Pinus caribaea var. hondurensis woods to understand its role in wood processing. E. saligna and P. caribaea var. hondurensis woods were treated in a laboratorial electric furnace at 120, 140, 160 and 180 degrees C to induce their heat treatment. The chemical composition of the resulting products and those from original wood were determined by gas chromatography. Eucalyptus and Pinus showed a significant reduction in arabinose, manose, galactose and xylose contents when submitted to increasing temperatures. No significant alteration in glucose content was observed. Lignin content, however, increased during the heat process. There was a significant reduction in extractive content for Eucalyptus. On the other hand, a slight increase in extractive content has been determined for the Pinus wood. and that only for the highest temperature. These different behaviors can be explained by differences in chemical constituents between softwoods and hardwoods. The results obtained in this study provide important information for future research and utilization of thermally modified wood. (c) 2008 Elsevier Ltd. All rights reserved.

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Previously known only from the southern United States, hosta petiole rot recently appeared in the northern United States. Sclerotium rolfsii var. delphinii is believed to be the predominant petiole rot pathogen in the northern United States, whereas S. rolfsii is most prevalent in the southern United States. In order to test the hypothesis that different tolerance to climate extremes affects the geographic distribution of these fungi, the survival of S. rolfsii and S. rolfsii var. delphinii in the northern and southeastern United States was investigated. At each of four locations, nylon screen bags containing sclerotia were placed on the surface of bare soil and at 20-cm depth. Sclerotia were recovered six times from November 2005 to July 2006 in North Dakota and Iowa, and from December 2005 to August 2006 in North Carolina and Georgia. Survival was estimated by quantifying percentage of sclerotium survival on carrot agar. Sclerotia of S. rolfsii var. delphinii survived until at least late July in all four states. In contrast, no S. rolfsii sclerotia survived until June in North Dakota or Iowa, whereas 18.5% survived until August in North Carolina and 10.3% survived in Georgia. The results suggest that inability to tolerate low temperature extremes limits the northern range of S. rolfsii.

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Banana flour obtained from unripe banana (Musa acuminata, var. Nanico) under specific drying conditions was evaluated regarding its chemical composition and nutritional value. Results are expressed in dry weight (dw). The unripe banana flour (UBF) presented a high amount of total dietary fiber (DF) (56.24 g/100 g), which consisted of resistant starch (RS) (48.99 g/100 g), fructans (0.05 g/100 g) and DF without RS or fructans (7.2 g/100 g). The contents of available starch (AS) (27.78 g/100 g) and soluble sugars (1.81 g/100 g) were low. The main phytosterols found were campesterol (4.1 mg/100 g), stigmasterol (2.5 mg/100 g) and beta-sitosterol (6.2 mg/100 g). The total polyphenol content was 50.65 mg GAE/100 g. Antioxidant activity, by the FRAP and ORAC methods, was moderated, being 358.67 and 261.00 mu mol of Trolox equivalent/100 g, respectively. The content of Zn, Ca and Fe and mineral dialyzability were low. The procedure used to obtain UBF resulted in the recovery of undamaged starch granules and in a low-energy product (597 kJ/100 g).

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Grafts of biological tissues have been used since the 1960s as an alternative to the mechanical heart prostheses. Nowadays, the most consolidated treatment to bovine pericardial (BP) bioprostheses is the crosslinking with glutaraldehyde (GA), although GA may induce calcification in vivo. In previous work, our group demonstrated that electron beam irradiation applied to lyophilized BP in the absence of oxygen promoted crosslinks among collagen fibers of BP tissue. In this work, the incorporation of silk fibroin (SF) and chitosan (CHIT) in the BP not treated with GA was studied. The samples were irradiated and then analyzed for their cytotoxicity and the ability of adhesion and growth of endothelial cells. Initially, all samples showed cytotoxicity. However, after a few washing cycles, the cytotoxicity due to acetic acid and ethanol residues was removed from the biomaterial making it suitable for the biofunctional test. The samples modified with SF/CHIT and electron beam irradiated favored the adhesion and growth of endothelial cells throughout the tissue.

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PEGylation is a strategy that has been used to improve the biochemical properties of proteins and their physical and thermal stabilities. In this study, hen egg-white lysozyme (EC 3.2.1.17; LZ) was modified with methoxypolyethylene glycol-p-nitrophenyl carbonate (mPEG-pNP, MW 5000). This PEGylation of LZ produced conjugates that retained full enzyme activity with glycol chitosan, independent of degree of enzyme modification; its biological activity with the substrate Micrococcus lysodeikticus was altered according to its degree of modification. The conjugate obtained with a low degree of mPEG-pNP/NH(2) modification was studied by matrix-assisted laser desorption/ionization time-of-flight mass spectrometry (MALDI-TOF), demonstrating a spectral peak at m/z 19,988 Da with 77% of its original enzymatic activity. Spectroscopic studies of Fourier transform infrared (FIR) and circular dichroism (CD) did not show any relevant differences in protein structure between the native and conjugate LZ. Studies of the effects of pH and temperature on PEGylated LZ indicated that the conjugate was active over a broad pH range, stable at 50 degrees C, and demonstrated resistance to proteolytic degradation. (C) 2010 Elsevier B.V. All rights reserved.

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PEGylation is one of the most promising and extensively studied strategies for improving the pharmacological properties of proteins as well as their physical and thermal stability. Purified lysozyme obtained from hen egg white by batch mode was modified by PEGylation with methoxypolyethyleneglycol succinimidyl succinato (mPEG-SS, MW 5000). The conjugates produced retained full enzyme activity with the substrate glycol chitosan, independent of degree of enzyme modification, although lysozyme activity with the substrate Micrococcus lysodeikticus was altered according to the degree of modification. The conjugate with a low degree of modification by mPEG-SS retained 67% of its enzyme activity with the M. lysodeikticus substrate. The mPEG-SS was also shown to be a highly reactive polymer. The effects of pH and temperature on PEGylated lysozymes indicated that the conjugate was active over a wide pH range and was stable up to 50 degrees C. This conjugate also showed resistance to proteolytic degradation, remained stable in human serum, and displayed greater antimicrobial activity than native lysozyme against Gram-negative bacteria.

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This article reports on modified chitosan as an alternative substance for protecting loss of volatile compounds during freeze drying. Moisture sorption isotherms of freeze-dried D-limonene emulsions in modified chitosan were determined at 15, 25, and 35 degrees C. The data were adjusted to the GAB model. Maltodextrin was used in a parallel experiment. Flavor released from microcapsules was measured. The monolayer humidity, the sorption heat, the diffusivity coefficients, and the surface area of freeze-dried D-limonene emulsions were determined.

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Feijo, T.S., Cardozo, SX, Daleprane, J.B., Sabaa Srur, A.U.O. & Boaventura, G.T. [Evaluation of the influence of the proteinic quality of the genetically modified and organic soy beans in the growth of two generations of rats Wistar.] Avaliacao da influencia da qualidade proteica da soja geneticamente modificada e organica no crescimento de duas geracoes de ratos Wistar. Revista Brasileira de Medicina Veterinaria, 31(3):139-144, 2009. Programa de Pos-Graduacao em Patologia, Hospital Universitario Antonio Pedro. Centro de Ciencias Medicas, Universidade Federal Fluminense. Rua Marques do Parana, 303, Niteroi, RJ 24030-210, Brasil. E-mail: sergian@ufnj.br Sixty four Wistar rats, male of two consecutive generations determined as F(0) and F(1) were used to study the cumulative effect of two variety soy beans, cultivated with organic seasoning and genetically modified, The animals of each generation were divided into three groups of eight rats each fed on diets consisted of organic soy, soy genetically modified and casein respectively. All the animals received water and the diet ad libitum for period of 28 days. Where the diet consumption and the animals weight were evaluated. After statistic analysis of the results no expressive differences were observed on diet consumption, weight variation, protein efficient ratio and food efficiency ratio on same group of animals in the different generations. On the other hand, significant difference was found on final proteinic retention on animal descendants of the same groups; however of different generations. With this, the supplementation of organic soy with L-cistin provided better avail of this protein in relation to the protein of the soy genetically modified. However, this supplementation did not reveal efficiency in keeping the proteinic employment from one generation to another one, since soy varieties presented better performance on F(0) generation when compared with F(1).