Rock fracture mean trace length estimation and confidence interval calculation using maximum likelihood methods

There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.

Property and age organisation among an East African pastoralist group

Estudos sobre sistemas etários na África Oriental têm focado principalmente as regras que regulam recrutamento, com ênfase ao modo em que se mantém a autoridade e os cargos políticos, assim como à natureza não-militar e não-política dos sistemas etários. Apesar de contribuírem enormemente para a nossa compreensão das organizações etárias na região, esses estudos não lidam explicitamente com a questão da propriedade e com o modo em que ela constitui um dos principais focos para atividades de organizações etárias. De fato, quando se menciona a propriedade, ela é vista em função das famílias e, portanto, do parentesco. Apresentando e discutindo uma variedade de casos envolvendo o modo em que a propriedade é tratada por lideranças de um conjunto etário/geracional e residentes Hor e não-Hor do território Hor, este estudo conclui que a posse, o uso e controle de recursos não constitui um assunto que pertence exclusivamente à esfera de grupos de parentesco; trata-se também de uma questão central para organizações etárias. Apesar de haver, aparentemente, alguma ambigüidade decorrente da ênfase equilibrada que os Hor dedicam ao parentesco e às categorias etárias e suas complementaridades em assuntos relacionados à economia, à religião e ao direito, dados referentes aos Hor revelam uma tendência a tratar questões referentes ao uso de recursos cruciais em termos de organização etária. Trata-se de um estudo sobre os Hor (Arbore), um povo pastoril do Sudoeste da Etiópia.

Toplological Entropy in the Syncronization of Piecewise Linear and Monotone Maps. Coupled Duffing Oscillators

In this paper is presented a relationship between the synchronization and the topological entropy. We obtain the values for the coupling parameter, in terms of the topological entropy, to achieve synchronization of two unidirectional and bidirectional coupled piecewise linear maps. In addition, we prove a result that relates the synchronizability of two m-modal maps with the synchronizability of two conjugated piecewise linear maps. An application to the unidirectional and bidirectional coupled identical chaotic Duffing equations is given. We discuss the complete synchronization of two identical double-well Duffing oscillators, from the point of view of symbolic dynamics. Working with Poincare cross-sections and the return maps associated, the synchronization of the two oscillators, in terms of the coupling strength, is characterized.

Residential property loans and performance during property price booms: evidence from European banks

Understanding the performance of banks is of the utmost relevance, because of the impact of this sector on economic growth and financial stability. Of all the different assets that make up a bank portfolio, the residential mortgage loans constitute one of its main. Using the dynamic panel data method, we analyse the influence of residential mortgage loans on bank profitability and risk, using a sample of 555 banks in the European Union (EU-15), over the period from 1995 to 2008. We find that banks with larger weights of residential mortgage loans show lower credit risk in good times. This result explains why banks rush to lend on property during booms due to the positive effects it has on credit risk. The results show further that credit risk and profitability are lower during the upturn in the residential property price cycle. The results also reveal the existence of a non-linear relationship (U-shaped marginal effect), as a function of bank’s risk, between profitability and the residential mortgage loans exposure. For those banks that have high credit risk, a large exposure of residential mortgage loans is associated with higher risk-adjusted profitability, through lower risk. For banks with a moderate/low credit risk, the effects of higher residential mortgage loan exposure on its risk-adjusted profitability are also positive or marginally positive.

Residential property loans and performance during property price booms: evidence from European

Understanding the performance of banks is of the u tmost importance due to the impact the sector may have on economic growth and financial stability. Residential mortgage loans constitute a large proportion of the portfolio of many banks and are one of the key assets in the determination of performance. Using a dynamic panel model , we analyse the impact of res idential mortgage loans on bank profitability and risk , based on a sample of 555 banks in the European Union ( EU - 15 ) , over the period from 1995 to 2008. We find that banks with larger weight s in residential mortgage loans display lower credit risk in good market conditions . This result may explain why banks rush to lend on property during b ooms due to the positive effect it has on credit risk . The results also show that credit risk and profitability are lower during the upturn in the residential property cy cle. Furthermore, t he results reveal the existence of a non - linear relationship ( U - shaped marginal effect), as a function of bank’s risk, between profitability and residential mortgage exposure . For those banks that have high er credit risk, a large exposur e to residential loans is associated with increased risk - adjusted profitability, through a reduction in risk. For banks with a moderate to low credit risk, the impact of higher exposure are also positive on risk - adjusted profitability.

Solution enthalpies of 1,4-dioxane: Study of solvent effects through quantitative structure-property relationships

Solution enthalpies of 1,4-dioxane have been obtained in 15 protic and aprotic solvents at 298.15 K. Breaking the overall process through the use of Solomonov's methodology the cavity term was calculated and interaction enthalpies (Delta H-int) were determined. Main factors involved in the interaction enthalpy have been identified and quantified using a QSPR approach based on the TAKA model equation. The relevant descriptors were found to be pi* and beta, which showed, respectively, exothermic and endothermic contributions. The magnitude of pi* coefficient points toward non-specific solute-solvent interactions playing a major role in the solution process. The positive value of the beta coefficient reflects the endothermic character of the solvents' hydrogen bond acceptor (HBA) basicity contribution, indicating that solvent molecules engaged in hydrogen bonding preferentially interact with each other rather than with 1,4-dioxane. (C) 2013 Elsevier B.V. All rights reserved.

Evaluation of temporal, seasonal and geographic stability of the molluscicidal property of Euphorbia splendens latex

Laboratory tests with aqueous solutions of Euphorbia splendens var. hislopii latex have demonstrated seasonal stability of the molluscicidal principle, with LD90 values of 1.14 ppm (spring), 1.02 ppm (fall), 1.09 ppm (winter), and 1.07 ppm (summer) that have been determined against Biomphalaria tenagophila in the field. Assays on latex collected in Belo Horizonte and Recife yielded LD90 values similar to those obtained with the reference substance collected in Rio de Janeiro (Ilha do Governador), demonstrating geographic stability of the molluscicidal effect. The molluscicidal action of aqueous dilutions of the latex in natura, centrifuged (precipitate) and lyophilized, was stable for up to 124 days at room temperature (in natura) and for up to 736 days in a common refrigerator at 10 to 12ºC (lyophilized product). A 5.0 ppm solution is 100% lethal for snails up to 13 days after preparation, the effect being gradually lost to almost total inactivity by the 30th day. This observation indicated that the active principle is instable. These properties together with the wide distribution of the plant, its resistance and adaptation to the tropical climate, its easy cultivation and the easy obtention of latex and preparation of the molluscicidal solution, make this a promising material for large-scale use in the control of schistosomiasis

Use of quantitative structure-property relationships to study the solvation process of 18-crown-6

Solution enthalpies of 18-crown-6 have been obtained for a set of 14 protic and aprotic solvents at 298.15 K. The complementary use of Solomonov's methodology and a QSPR-based approach allowed the identification of the most significant solvent descriptors that model the interaction enthalpy contribution of the solution process (Delta H-int(A/S)). Results were compared with data previously obtained for 1,4-dioxane. Although the interaction enthalpies of 18-crown-6 correlate well with those of 1,4-dioxane, the magnitude of the most relevant parameters, pi* and beta, is almost three times higher for 18-crown-6. This is rationalized in terms of the impact of the solute's volume in the solution processes of both compounds. (C) 2015 Elsevier B.V. All rights reserved.

Maximum likelihood detection for OFDM signals with strong nonlinear distortion effects

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

The value relevance of investment property fair value

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

The effects of cultural heritage on residential property values: Evidence from Lisbon, Portugal

This paper examines the impact of historic amenities on residential housing prices in the city of Lisbon, Portugal. Our study is directed towards identifying the spatial variation of amenity values for churches, palaces, lithic (stone) architecture and other historic amenities via the housing market, making use of both global and local spatial hedonic models. Our empirical evidence reveals that different types of historic and landmark amenities provide different housing premiums. While having a local non-landmark church within 100 meters increases housing prices by approximately 4.2%, higher concentrations of non-landmark churches within 1000 meters yield negative effects in the order of 0.1% of prices with landmark churches having a greater negative impact around 3.4%. In contrast, higher concentration of both landmark and non-landmark lithic structures positively influence housing prices in the order of 2.9% and 0.7% respectively. Global estimates indicate a negative effect of protected zones, however this significance is lost when accounting for heterogeneity within these areas. We see that the designation of historic zones may counteract negative effects on property values of nearby neglected buildings in historic neighborhoods by setting additional regulations ensuring that dilapidated buildings do not damage the city’s beauty or erode its historic heritage. Further, our results from a geographically weighted regression specification indicate the presence of spatial non-stationarity in the effects of different historic amenities across the city of Lisbon with variation between historic and more modern areas.

Structure-property relationships in polymer nanocomposites

Tese de Doutoramento em Ciência e Engenharia de Polímeros e Compósitos

Desenvolvimento de estruturas fibrosas com comportamento auxético

Tese de Doutoramento Engenharia Têxtil

Hierarchical modelling of timber reference properties using probabilistic methods: Maximum Likelihood Method, Bayesian Methods and Probability Networks

In recent decades, an increased interest has been evidenced in the research on multi-scale hierarchical modelling in the field of mechanics, and also in the field of wood products and timber engineering. One of the main motivations for hierar-chical modelling is to understand how properties, composition and structure at lower scale levels may influence and be used to predict the material properties on a macroscopic and structural engineering scale. This chapter presents the applicability of statistic and probabilistic methods, such as the Maximum Likelihood method and Bayesian methods, in the representation of timber’s mechanical properties and its inference accounting to prior information obtained in different importance scales. These methods allow to analyse distinct timber’s reference properties, such as density, bending stiffness and strength, and hierarchically consider information obtained through different non, semi or destructive tests. The basis and fundaments of the methods are described and also recommendations and limitations are discussed. The methods may be used in several contexts, however require an expert’s knowledge to assess the correct statistic fitting and define the correlation arrangement between properties.