Análise estatística da distribuição de Poisson

The general properties of POISSON distributions and their relations to the binomial distribuitions are discussed. Two methods of statistical analysis are dealt with in detail: X2-test. In order to carry out the X2-test, the mean frequency and the theoretical frequencies for all classes are calculated. Than the observed and the calculated frequencies are compared, using the well nown formula: f(obs) - f(esp) 2; i(esp). When the expected frequencies are small, one must not forget that the value of X2 may only be calculated, if the expected frequencies are biger than 5. If smaller values should occur, the frequencies of neighboroughing classes must ge pooled. As a second test reintroduced by BRIEGER, consists in comparing the observed and expected error standard of the series. The observed error is calculated by the general formula: δ + Σ f . VK n-1 where n represents the number of cases. The theoretical error of a POISSON series with mean frequency m is always ± Vm. These two values may be compared either by dividing the observed by the theoretical error and using BRIEGER's tables for # or by dividing the respective variances and using SNEDECOR's tables for F. The degree of freedom for the observed error is one less the number of cases studied, and that of the theoretical error is always infinite. In carrying out these tests, one important point must never be overlloked. The values for the first class, even if no concrete cases of the type were observed, must always be zero, an dthe value of the subsequent classes must be 1, 2, 3, etc.. This is easily seen in some of the classical experiments. For instance in BORKEWITZ example of accidents in Prussian armee corps, the classes are: no, one, two, etc., accidents. When counting the frequency of bacteria, these values are: no, one, two, etc., bacteria or cultures of bacteria. Ins studies of plant diseases equally the frequencies are : no, one, two, etc., plants deseased. Howewer more complicated cases may occur. For instance, when analising the degree of polyembriony, frequently the case of "no polyembryony" corresponds to the occurrence of one embryo per each seed. Thus the classes are not: no, one, etc., embryo per seed, but they are: no additional embryo, one additional embryo, etc., per seed with at least one embryo. Another interestin case was found by BRIEGER in genetic studies on the number os rows in maize. Here the minimum number is of course not: no rows, but: no additional beyond eight rows. The next class is not: nine rows, but: 10 rows, since the row number varies always in pairs of rows. Thus the value of successive classes are: no additional pair of rows beyond 8, one additional pair (or 10 rows), two additional pairs (or 12 rows) etc.. The application of the methods is finally shown on the hand of three examples : the number of seeds per fruit in the oranges M Natal" and "Coco" and in "Calamondin". As shown in the text and the tables, the agreement with a POISSON series is very satisfactory in the first two cases. In the third case BRIEGER's error test indicated a significant reduction of variability, and the X2 test showed that there were two many fruits with 4 or 5 seeds and too few with more or with less seeds. Howewer the fact that no fruit was found without seed, may be taken to indicate that in Calamondin fruits are not fully parthenocarpic and may develop only with one seed at the least. Thus a new analysis was carried out, on another class basis. As value for the first class the following value was accepted: no additional seed beyond the indispensable minimum number of one seed, and for the later classes the values were: one, two, etc., additional seeds. Using this new basis for all calculations, a complete agreement of the observed and expected frequencies, of the correspondig POISSON series was obtained, thus proving that our hypothesis of the impossibility of obtaining fruits without any seed was correct for Calamondin while the other two oranges were completely parthenocarpic and fruits without seeds did occur.

Determinação da média aritmética e desvio padrão de quocientes de séries independentes e dependentes

The authors prove some approximate formulas for the computation of the mean and the standard error of quotients of two variates, correlated or uncorrelated, with not too high coefficient of variation. The formulas obtained are subsequently applied to some date on mensuration of horses of the Brazilian breed Mangalarga, by the eclectic system of LESBRE. The relsults obtained directly by the actual computation of the quotients as well as by means of the formulas with the aid of statistics of the numerators and the denominators are given in table 3, showing excellent agreement.

O regime de chuvas em Pesqueira

The authors studied the rainfall in Pesqueira (Pernambuco, Brasil) in a period of 48 years (1910 through 1957) by the method of orthogonal polynomials, degrees up to the fourth having been tried. None of them was significant, so that it seems that no trend is present. The mean observed was 679.00 mm., with standard error of the mean 205.5 mm., and a 30.3% coefficient of variation. The 95% level of probability would include annual rainfall from 263.9 up to 1094.1mm.

Estudo sôbre as temperaturas médias em Campinas

This paper deals with the study by orthogonal polynomials of trends in the mean annual and mean monthly temperatures (in degrees Centigrade) in Campinas (State of São Paulo, Brasil), from 1890 up to 1956. Only 4 months were studied (January, April, July and October) taken as typical of their respective season. For the annual averages both linear and quadratic components were significant, the regression equation being y = 19.95 - 0.0219 x + 0.00057 x², where y is the temperature (in degrees Centigrade) and x is the number of years after 1889. Thus 1890 corresponds to x = 1, 1891, to x = 2, etc. The equation shows a minimum for the year 1908, with a calculated mean y = 19.74. The expected means by the regression equation are given below. Anual temperature means for Campinas (SP, Brasil) calculated by the regression equation Year Annual mean (Degrees Centigrade) 1890 19.93 1900 10.78 1908 19.74 (minimum) 1010 19.75 1920 19.82 1930 20.01 1940 20.32 1950 20.74 1956 21.05 The mean for 67 years was 20.08°C with standard error of the mean 0.08°G. For January the regression equation was y = 23.08 - 0.0661 x + 0.00122 x², with a minimum of 22.19°C for 1916. The average for 67 years was 22.70°C, with standard error 0.12°C. For April no component of regression was significant. The average was 20.42°C, with standard error 0.13°C. For July the regression equation was of first degree, y = 16.01 + 0.0140X. The average for 67 years was 16.49°C, with standard error of the mean 0.14°C. Finally, for October the regression equation was y = 20.55 - 0.0362x + 0.00078x², with a minimum of 20.13°C for 1912. The average was 20.52°C, with standard error of the mean equal to 0.14°C.

Influência do desponte sôbre a composição do côlmo e do caldo da cana-de-açucar, I. Var. Co 421

I. This paper deals with an experiment carried out to evaluate the effect of the sugar cane upper end on the composition of the sugar cane harvest as a raw material for the sugar industry. The variety studied was Co 421. The authors intend to study other varieties in the future. The data were collected from plant cane, at intervals of two weeks, always from the same field, from a small central area of 3.000 square meters approximately. Sixty (60) stalks were cut in each occasion, randomly chosen from the whole area. They were afterwards separated into three groups of 20 stalks, one for each of the treatments, namely: a) Complete stalks, with no leaves or sheaths. b) Stalks harvested by the technique of REYNOSO, that is, as usually done in practice. c) Stalks with the tops completely cut out, that is, cut by technique of REYNOSO and then with 3 other top internodes eliminated. The treatments caused significant differences on the following technological characteristics: a) Weight b) Cane pol c) Available sucrose (pol) per cent cane d) Cane juice pol e) Saline coefficient of juice. II. Except for weight, all changes were favorable to treatment c, even if with differences relatively slight, in percentage. IIII. Treatment differences for cane fiber, brix, reducing sugars, juice ashes, coefficient of purity and glucose coefficient were not significant. IV. Time of harvest was an important factor affecting the composition of the cane and of the juice. V. On the average the available sucrose of cane for treatments, with an standard error of 0.13%, was: Treatment c 13.05% Treatment b 12.65% Treatment a 12.53% This shows that there is no sound basis for the heavy fines applied by some sugar mills to planters who do not cut low enough the tops of the cane stalks.

Collusion and fights in an experiment with price-setting firms and production in advance

We present results from 50-round market experiments in which firms decide repeatedly both on price and quantity of a completely perishable good. Each firm has capacity to serve the whole market. The stage game does not have an equilibrium in pure strategies. We run experiments for markets with two and three identical firms. Firms tend to cooperate to avoid fights, but when they fight bankruptcies are rather frequent. On average, pricing behavior is closer to that for pure quantity than for pure price competition and price and efficiency levels are higher for two than for three firms. Consumer surplus increases with the number of firms, but unsold production leads to higher efficiency losses with more firms. Over time prices tend to the highest possible one for markets both with two and three firms.

Inequity version and team incentives

We study optimal contracts in a simple model where employees are averse to inequity as modelled by Fehr and Schmidt (1999). A "selfish" employer can profitably exploit such preferences among its employees by offering contracts which create inequity off-equilibrium and thus, they would leave employees feeling envy or guilt when they do not meet the employer's demands. Such contracts resemble team and relative performance contracts, and thus we derive conditions under which it may be beneficial to form work teams of employees with distributional concerns who were previously working individually. Similar results are obtained for status-seeking and efficiency concerns preferences.

Immigration and Firm Growth: Evidence from Spanish cities

This article analyses the effect of immigration flows on the growth and efficiency of manufacturing firms in Spanish cities. To date, most studies have tended to focus on the effect immigrants have on labour markets at an aggregate level. Here, however, we undertake an exhaustive analysis at the firm level and report conclusive empirical findings. Ten years ago, Spain began to register massive immigration flows, concentrated above all on its most dynamic and advanced regions. Here, therefore, rather than focusing on the impact this has had on Spain’s labour market (changes to the skill structure of the workforce, increase in labour supply, the displacement of native workers, etc.), we examine the arrival of immigrants in terms of the changes this has meant to the structure of the country’s cities and their amenities. Thus, we argue that the impact of immigration on firm performance should not only be considered in terms of the labour market, but also in terms of how a city’s amenities can affect the performance of firms. Employing a panel data methodology, we show that the increasing pressure brought to bear by immigrants has a positive effect on the evolution of labour productivity and wages and a negative effect on the job evolution of these manufacturing firms. In addition, both small and new firms are more sensitive to the pressures of such immigrant inflows, while foreign market oriented firms report higher productivity levels and a less marked impact of immigration than their counterparts. In this paper, we also present a set of instruments to correct the endogeneity bias, which confirms the effect of local immigration flows on the performance of manufacturing firms.

Technology shocks and aggregate fluctuations in an estimated hybrid RBC model

This paper contributes to the on-going empirical debate regarding the role of the RBC model and in particular of technology shocks in explaining aggregate fluctuations. To this end we estimate the model’s posterior density using Markov-Chain Monte-Carlo (MCMC) methods. Within this framework we extend Ireland’s (2001, 2004) hybrid estimation approach to allow for a vector autoregressive moving average (VARMA) process to describe the movements and co-movements of the model’s errors not explained by the basic RBC model. The results of marginal likelihood ratio tests reveal that the more general model of the errors significantly improves the model’s fit relative to the VAR and AR alternatives. Moreover, despite setting the RBC model a more difficult task under the VARMA specification, our analysis, based on forecast error and spectral decompositions, suggests that the RBC model is still capable of explaining a significant fraction of the observed variation in macroeconomic aggregates in the post-war U.S. economy.

On Measuring the Efficiency of Monetary Policy

Cecchetti et al. (2006) develop a method for allocating macroeconomic performance changes among the structure of the economy, variability of supply shocks and monetary policy. We propose a dual approach of their method by borrowing well-known tools from production theory, namely the Farrell measure and the Malmquist index. Following FÄare et al (1994) we propose a decomposition of the efficiency of monetary policy. It is shown that the global efficiency changes can be rewritten as the product of the changes in macroeconomic performance, minimum quadratic loss, and efficiency frontier.

Two Studies on the Interplay between Social Preferences and Individual Biological Features

Biological features and social preferences have been studied separately as factors influencing human strategic behaviour. We run two studies in order to explore the interplay between these two sets of factors. In the first study, we investigate to what extent social preferences may have some biological underpinnings. We use simple one-shot distribution experiments to attribute subjects one out of four types of social preferences: Self-interested (SI), Competitive (C), Inequality averse (IA) and Efficiency-seeking (ES). We then investigate whether these four groups display differences in their levels of facial Fluctuating Asymmetry (FA) and in proxies for exposure to testosterone during phoetal development and puberty. We observe that development-related biological features and social preferences are relatively independent. In the second study, we compare the relative weight of these two set of factors by studying how they affect subjects’ behaviour in the Ultimatum Game (UG). We find differences in offers made and rejection rates across the four social preference groups. The effect of social preferences is stronger than the effect of biological features even though the latter is significant. We also report a novel link between facial masculinity (a proxy for exposure to testosterone during puberty) and rejection rates in the UG. Our results suggest that biological features influence behaviour both directly and through their relation with the type of social preferences that individuals hold.

Accuracy of a new transmittance-reflectance pulse oximetry sensor in critically ill neonates.

OBJECTIVE: To test the accuracy of a new pulse oximeter sensor based on transmittance and reflectance. This sensor makes transillumination of tissue unnecessary and allows measurements on the hand, forearm, foot, and lower limb. DESIGN: Prospective, open, nonrandomized criterion standard study. SETTING: Neonatal intensive care unit, tertiary care center. PATIENTS: Sequential sample of 54 critically ill neonates (gestational age 27 to 42 wks; postnatal age 1 to 28 days) with arterial catheters in place. MEASUREMENTS AND MAIN RESULTS: A total of 99 comparisons between pulse oximetry and arterial saturation were obtained. Comparison of femoral or umbilical arterial blood with transcutaneous measurements on the lower limb (n = 66) demonstrated an excellent correlation (r2 = .96). The mean difference was +1.44% +/- 3.51 (SD) % (range -11% to +8%). Comparison of the transcutaneous values with the radial artery saturation from the corresponding upper limb (n = 33) revealed a correlation coefficient of 0.94 with a mean error of +0.66% +/- 3.34% (range -6% to +7%). The mean difference between noninvasive and invasive measurements was least with the test sensor on the hand, intermediate on the calf and arm, and greatest on the foot. The mean error and its standard deviation were slightly larger for arterial saturation values < 90% than for values > or = 90%. CONCLUSION: Accurate pulse oximetry saturation can be acquired from the hand, forearm, foot, and calf of critically ill newborns using this new sensor.

The Known Unknowns of Governance.

Empirical researchers interested in how governance shapes various aspects of economic development frequently use the Worldwide Governance indicators (WGI). These variables come in the form of an estimate along with a standard error reflecting the uncertainty of this estimate. Existing empirical work simply uses the estimates as an explanatory variable and discards the information provided by the standard errors. In this paper, we argue that the appropriate practice should be to take into account the uncertainty around the WGI estimates through the use of multiple imputation. We investigate the importance of our proposed approach by revisiting in three applications the results of recently published studies. These applications cover the impact of governance on (i) capital flows; (ii) international trade; (iii) income levels around the world. We generally find that the estimated effects of governance are highly sensitive to the use of multiple imputation. We also show that model misspecification is a concern for the results of our reference studies. We conclude that the effects of governance are hard to establish once we take into account uncertainty around both the WGI estimates and the correct model specification.

Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty

This paper extends the Nelson-Siegel linear factor model by developing a flexible macro-finance framework for modeling and forecasting the term structure of US interest rates. Our approach is robust to parameter uncertainty and structural change, as we consider instabilities in parameters and volatilities, and our model averaging method allows for investors' model uncertainty over time. Our time-varying parameter Nelson-Siegel Dynamic Model Averaging (NS-DMA) predicts yields better than standard benchmarks and successfully captures plausible time-varying term premia in real time. The proposed model has significant in-sample and out-of-sample predictability for excess bond returns, and the predictability is of economic value.

Validation and long-term evaluation of a modified on-line chiral analytical method for therapeutic drug monitoring of (R,S)-methadone in clinical samples.

Matrix effects, which represent an important issue in liquid chromatography coupled to mass spectrometry or tandem mass spectrometry detection, should be closely assessed during method development. In the case of quantitative analysis, the use of stable isotope-labelled internal standard with physico-chemical properties and ionization behaviour similar to the analyte is recommended. In this paper, an example of the choice of a co-eluting deuterated internal standard to compensate for short-term and long-term matrix effect in the case of chiral (R,S)-methadone plasma quantification is reported. The method was fully validated over a concentration range of 5-800 ng/mL for each methadone enantiomer with satisfactory relative bias (-1.0 to 1.0%), repeatability (0.9-4.9%) and intermediate precision (1.4-12.0%). From the results obtained during validation, a control chart process during 52 series of routine analysis was established using both intermediate precision standard deviation and FDA acceptance criteria. The results of routine quality control samples were generally included in the +/-15% variability around the target value and mainly in the two standard deviation interval illustrating the long-term stability of the method. The intermediate precision variability estimated in method validation was found to be coherent with the routine use of the method. During this period, 257 trough concentration and 54 peak concentration plasma samples of patients undergoing (R,S)-methadone treatment were successfully analysed for routine therapeutic drug monitoring.