960 resultados para Probabilidade de default
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The static and cyclic assays are common to test materials in structures.. For cycling assays to assess the fatigue behavior of the material and thereby obtain the S-N curves and these are used to construct the diagrams of living constant. However, these diagrams, when constructed with small amounts of S-N curves underestimate or overestimate the actual behavior of the composite, there is increasing need for more testing to obtain more accurate results. Therewith, , a way of reducing costs is the statistical analysis of the fatigue behavior. The aim of this research was evaluate the probabilistic fatigue behavior of composite materials. The research was conducted in three parts. The first part consists of associating the equation of probability Weilbull equations commonly used in modeling of composite materials S-N curve, namely the exponential equation and power law and their generalizations. The second part was used the results obtained by the equation which best represents the S-N curves of probability and trained a network to the modular 5% failure. In the third part, we carried out a comparative study of the results obtained using the nonlinear model by parts (PNL) with the results of a modular network architecture (MN) in the analysis of fatigue behavior. For this we used a database of ten materials obtained from the literature to assess the ability of generalization of the modular network as well as its robustness. From the results it was found that the power law of probability generalized probabilistic behavior better represents the fatigue and composites that although the generalization ability of the MN that was not robust training with 5% failure rate, but for values mean the MN showed more accurate results than the PNL model
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Ayahuasca is psychotropic beverage that has been used for ages by indigenous populations in South America, notably in the Amazon region, for religious and medicinal purposes. The tea is obtained by the decoction of leaves from the Psychotria viridis with the bark and stalk of a shrub, the Banisteriopsis caapi. The first is rich in N-N-dimethyltryptamine (DMT), which has an important and well-known hallucinogenic effect due to its agonistic action in serotonin receptors, specifically 5-HT2A. On the other hand, β-carbolines present in B. caapi, particularly harmine and harmaline, are potent monoamine oxidase inhibitors (MAOi). In addition, the tetrahydroharmine (THH), also present in B. caapi, acts as mild selective serotonin reuptake inhibitor and a weak MAOi. This unique composition induces a number of affective, sensitive, perceptual and cognitive changes in individuals under the effect of Ayahuasca. On the other hand, there is growing interest in the Default Mode Network (DMN), which has been consistently observed in functional neuroimaging studies. The key components of this network include structures in the brain midline, as the anterior medial frontal cortex, ventral medial frontal cortex, posterior cingulate cortex, precuneus, and some regions within the inferior parietal lobe and middle temporal gyrus. It has been argued that DMN participate in tasks involving self-judgments, autobiographical memory retrieval, mental simulations, thinking in perspective, meditative states, and others. In general, these tasks require an internal focus of attention, hence the conclusion that the DMN is associated with introspective mental activity. Therefore, this study aimed to evaluate by functional magnetic resonance imaging (fMRI) changes in DMN caused via the ingestion of Ayahuasca by 10 healthy subjects while submitted to two fMRI protocols: a verbal fluency task and a resting state acquisition. In general, it was observed that Ayahuasca causes a reduction in the fMRI signal in central nodes of DMN, such as the anterior cingulate cortex, the medial prefrontal cortex, the posterior cingulate cortex, precuneus and inferior parietal lobe. Furthermore, changes in connectivity patterns of the DMN were observed, especially a decrease in the functional connectivity of the precuneus. Together, these findings indicate an association between the altered state of consciousness experienced by individuals under the effect of Ayahuasca, and changes in the stream of spontaneous thoughts leading to an increased introspective mental activity
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In this work we study a new risk model for a firm which is sensitive to its credit quality, proposed by Yang(2003): Are obtained recursive equations for finite time ruin probability and distribution of ruin time and Volterra type integral equation systems for ultimate ruin probability, severity of ruin and distribution of surplus before and after ruin
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Two-level factorial designs are widely used in industrial experimentation. However, many factors in such a design require a large number of runs to perform the experiment, and too many replications of the treatments may not be feasible, considering limitations of resources and of time, making it expensive. In these cases, unreplicated designs are used. But, with only one replicate, there is no internal estimate of experimental error to make judgments about the significance of the observed efects. One of the possible solutions for this problem is to use normal plots or half-normal plots of the efects. Many experimenters use the normal plot, while others prefer the half-normal plot and, often, for both cases, without justification. The controversy about the use of these two graphical techniques motivates this work, once there is no register of formal procedure or statistical test that indicates \which one is best". The choice between the two plots seems to be a subjective issue. The central objective of this master's thesis is, then, to perform an experimental comparative study of the normal plot and half-normal plot in the context of the analysis of the 2k unreplicated factorial experiments. This study involves the construction of simulated scenarios, in which the graphics performance to detect significant efects and to identify outliers is evaluated in order to verify the following questions: Can be a plot better than other? In which situations? What kind of information does a plot increase to the analysis of the experiment that might complement those provided by the other plot? What are the restrictions on the use of graphics? Herewith, this work intends to confront these two techniques; to examine them simultaneously in order to identify similarities, diferences or relationships that contribute to the construction of a theoretical reference to justify or to aid in the experimenter's decision about which of the two graphical techniques to use and the reason for this use. The simulation results show that the half-normal plot is better to assist in the judgement of the efects, while the normal plot is recommended to detect outliers in the data
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In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented
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This thesis aims to show teachers and students in teaching and learning in a study of Probability High School, a subject that sharpens the perception and understanding of the phenomea of the random nature that surrounds us. The same aims do with people who are involved in this process understand basic ideas of probability and, when necessary, apply them in the real world. We seek to draw a matched between intuition and rigor and hope therebyto contribute to the work of the teacher in the classroom and the learning process of students, consolidating, deepening and expaning what they have learned in previous contents
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Um evento extremo de precipitação ocorreu na primeira semana do ano 2000, de 1º a 5 de janeiro, no Vale do Paraíba, parte leste do Estado de São Paulo, Brasil, causando enorme impacto socioeconômico, com mortes e destruição. Este trabalho estudou este evento em 10 estações meteorológicas selecionadas que foram consideradas como aquelas tendo dados mais homogêneos do Que outras estações na região. O modelo de distribuição generalizada de Pareto (DGP) para valores extremos de precipitação de 5 dias foi desenvolvido, individualmente para cada uma dessas estações. Na modelagem da DGP, foi adotada abordagem não-estacionaria considerando o ciclo anual e tendência de longo prazo como co-variaveis. Uma conclusão desta investigação é que as quantidades de precipitação acumulada durante os 5 dias do evento estudado podem ser classificadas como extremamente raras para a região, com probabilidade de ocorrência menor do que 1% para maioria das estações, e menor do que 0,1% em três estações.
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Using the daily rainfall data from 1961 through 1980 the frequency of dry and wet periods was determined. The results of the frequency distribution of dry and wet periods indicated that observed data fit very closely an equation of the type Y = aebn. -after English summary
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We present an educational proposal for the study of combinatorial reasoning and calculation of probabilities based on a game and problem solving methodology, aiming to support the teaching of mathematical content. A review of the literature related to the teaching and learning of the concepts of combinatorial reasoning and probability is presented. The game is original, using a board game similar to Tic-tac-toe, and the movements of its parts have some similarities, in particular those made with the rook and pawn pieces of the game of chess. We formulate various activities (problems) involving the game which, in the process of solving them, using the problem solving methodology and with the appropriate intervention of the teacher, encourage students to develop strategies for counting, an indispensable tool in the initial study of Combinatorial Analysis and Calculation of Probabilities.
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We present in this paper a pedagogical-didactic proposal for the teaching of Laplace Probability. The starting point for building the concept of probability is a game situation associated with the methodology of problem-solving. The theoretical reference for the concept of game is constructivist teaching of mathematics. Mathematical knowledge is constructed based on problems that generate new concepts and / or new content. The proposed game is original. Our proposal can be used both in the last cycle of basic education but also in high school, and may inform the practice of teachers who teach basic concepts of probability.
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This article presents an exercise in meta-comprehension of what has been researched on teaching probability and statistics in Brazil. This research was based on the work on this subject presented in the third International Symposium for Research in Mathematics Education (III SIPEM). Articles were selected from the proceedings of the event analyzed hermeneuticly according to the procedures of phenomenology. We observed no evidence of clustering of research on this topic in terms of region or institutions, and we also emphasize that research on the teaching of Probability and Statistics needs to advance toward a theoretical discussion that transcends the subjects being studied and makes broader and deeper links between theory and practice. Findings also indicate that this sub-area of research in mathematics education is in the process of constituting itself.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)