A concept of approximated densities for efficient nonlinear estimation

This paper presents the theoretical development of a nonlinear adaptive filter based on a concept of filtering by approximated densities (FAD). The most common procedures for nonlinear estimation apply the extended Kalman filter. As opposed to conventional techniques, the proposed recursive algorithm does not require any linearisation. The prediction uses a maximum entropy principle subject to constraints. Thus, the densities created are of an exponential type and depend on a finite number of parameters. The filtering yields recursive equations involving these parameters. The update applies the Bayes theorem. Through simulation on a generic exponential model, the proposed nonlinear filter is implemented and the results prove to be superior to that of the extended Kalman filter and a class of nonlinear filters based on partitioning algorithms.

Generalized beta generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets.

An information-theoretic approach to statistical dependence: Copula information

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum-entropy distribution. The idea of marginal invariant dependence measures is also discussed and used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual information is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula. An analytical expression for the information excess of T-copulas is provided, allowing for simple model identification within this family. We illustrate the framework in a financial data set. Copyright (C) EPLA, 2009

A compound class of Weibull and power series distributions

In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998) This new class of distributions has as a particular case the two-parameter exponential power series (EPS) class of distributions (Chahkandi and Gawk 2009) which contains several lifetime models such as exponential geometric (Adamidis and Loukas 1998) exponential Poisson (Kus 2007) and exponential logarithmic (Tahmasbi and Rezaei 2008) distributions The hazard function of our class can be increasing decreasing and upside down bathtub shaped among others while the hazard function of an EPS distribution is only decreasing We obtain several properties of the WPS distributions such as moments order statistics estimation by maximum likelihood and inference for a large sample Furthermore the EM algorithm is also used to determine the maximum likelihood estimates of the parameters and we discuss maximum entropy characterizations under suitable constraints Special distributions are studied in some detail Applications to two real data sets are given to show the flexibility and potentiality of the new class of distributions (C) 2010 Elsevier B V All rights reserved

Evolução molecular Darwiniana nas proteínas relacionadas à patogênese (PRs) em plantas

Um total de 201 seqüências de DNA, de 50 espécies pertencentes a 32 gêneros e 12 famílias, foi investigado através do método da máxima verossimilhança para identificar, nas proteínas respectivas, possíveis códons nos quais estivesse ocorrendo seleção positiva. Foram considerados 15 tipos de proteínas relacionadas à patogênese (PR1-PR15), quanto a 14 modelos diferentes de seleção. Tanto quanto se possa avaliar, não há qualquer estudo disponível na literatura que tenha examinado de maneira homogênea tal número de seqüências de forma tão abrangente.

Desempenho internacional de empresas exportadoras: um modelo estrutural baseado em capacidades organizacionais e ambiente

The internationalization as an organizational phenomenon fundamentally strategic had as theoretical contributions some Schools that throughout the decades 60, 70, and 80 developed behavioral and economic approaches in order to explain the process. The behavioral approach deals with the perception of phenomenon as a gradual process from the perspective of the executives behavior (JOHANSON and VAHLNE, 1977; HALLÉN and WIEDERSHEIM - PAUL, 1979; CZINKOTA, 1985). This phenomenon in permanent theoretical and managerial evolution made an opportunity to build this investigation, whose goal is to analyse the impact comes from organizational capabilities and the external environment on the international performance of exporting firms. For both, were used as theoretical basis two types of analysis for the comprehension of international performance: Strategic Management - Industrial Organization and Resource-Based View and International Businesses - Current Economic and Behavioral. It was made a cross-sectional survey-based explanatory research, including 150 exporting companies with operations in the Northeast of Brazil. A conceptual model was made with eight constructs and eight research hypotheses, representative of the effects of external factors on international performance. The data were processed using the Exploratory Factor Analysis and Structural Equation Modeling. The structural equations model was reespecified and estimated through the use of the maximum-likelihood method up to achieve adequated values of indexes of adjustment. As the main theoretical contribution, were identified organizational and physical resources which shows the importance of the management skills development, of the learning capability and capability to establish strategic alliances abroad. That because the knowledge, as the operational point of view as in its strategic application, offers to organization conditions of market positioning which can create opportunities sustainable competitive advantages and which impact the performance of international companies

Estimates of genetic parameters for visual scores and their correlation with production and reproductive traits in Brahman cattle

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Índices de seleção para um rebanho Caracu de duplo propósito

Neste trabalho, objetivou-se determinar índices de seleção para um rebanho da raça Caracu de duplo propósito, cujo objetivo de seleção (H) incluiu a venda de bezerros desmamados e a produção de leite. As características que compuseram H foram: produção total de leite, idade ao primeiro parto, período de serviço, peso à desmama e duração da vida produtiva. Foram propostos dois índices de seleção para H. Os critérios de seleção adotados no índice 1 foram: produção de leite na primeira lactação, primeiro período de serviço, peso à desmama (PD) e perímetro escrotal. No índice 2, foram consideradas as mesmas características, sendo, entretanto, o ganho médio diário do nascimento à desmama empregado como critério de seleção para PD. As análises estatísticas para a obtenção dos componentes de (co)variâncias e das estimativas dos parâmetros genéticos e fenotípicos foram realizadas pelo método da máxima verossimilhança restrita livre de derivada, por um modelo animal (uni e bi-característica). As informações zootécnicas e genealógicas, os preços e as quantidades dos insumos e dos produtos foram obtidos no escritório da empresa estudada. Os custos de produção e as receitas da atividade pecuária foram determinados para o período de 1994 a 2000. A equação de lucro foi tomada em base anual, usando-se valores médios para número de animais por categoria, características biológicas e preços..¹ O valor econômico para cada característica foi obtido pela derivada parcial da função de lucro em relação à característica em questão. Os dois índices econômicos de seleção trariam considerável resposta para o objetivo proposto. Entretanto, o índice 1, que incluiu PD, seria um pouco mais eficiente em termos de resposta à seleção total.

Estimates of genetic parameters for visual scores and daily weight gain in Brangus animals

(Co) variance components were estimated for visual scores of conformation (CY), early finishing (PY) and muscling (MY) at 550 days of age (yearling), average daily gain from weaning to yearling (GWY), conformation (CW), early finishing (PW) and muscling (MW) scores at weaning, and average daily gain from birth to weaning (GBW) in animals forming the Brazilian Brangus breed born between 1986 and 2002 from the livestock files of GenSys Consultants Associados S/C Ltda. The data set contained 53 683; 45 136; 52 937; 56 471; 24 531; 21 166; 24 006 and 25 419 records for CW, PW, MW, GBW, CY, PY, MY and GWY, respectively. Data were analyzed by the restricted maximum likelihood method using single-and two-trait animal models. Direct heritability estimates obtained by single-trait analysis were 0.12, 0.14, 0.13 and 0.14 for CY, PY and MY scores and GWY, respectively. A positive association was observed between the same visual scores at weaning and yearling, with correlations ranging from 0.64 to 0.94. Estimated correlations between GBW and weaning and yearling scores ranged from 0.60 to 0.77. The genetic correlation between GBW and GWY was low (0.10), whereas correlations of 0.55, 0.37 and 0.47 were observed between GWY and CY, PY and MY, respectively. Moreover, GWY showed a weak correlation with CW (0.10), PW (-0.08) and MW (-0.03) scores. These results indicate that selection of the traits that was studied would result in a small response. In addition, selection based on average daily gain may have an indirect effect on visual scores as the correlations between GWY and visual scores were generally strong.

Genetic associations between weight at maturity and maturation rate with ages and weights at first and second calving in Canchim beef cattle

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Genotype-environment interaction for post-weaning traits in Nellore beef cattle

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Genetic associations between age at first calving and heifer body weight and scrotal circumference in Nelore cattle

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Genetic associations between accumulated productivity, and reproductive and growth traits in Nelore cattle

The total meat yield in a beef cattle production cycle is economically very important and depends on the number of calves born per year or birth season, being directly related to reproductive potential. Accumulated Productivity (ACP) is an index that expresses a cow's capacity to give birth regularly at a young age and to wean animals of greater body weight. Using data from cattle participating in the "Program for Genetic Improvement of the Nelore Breed" (PMGRN - Nelore Brasil), bi-trait analyses were performed using the Restricted Maximum Likelihood method based on an ACP animal model and the following traits: age at first calving (AFC), female body weight adjusted for 365 (BW365) and 450 (BW450) days of age, and male scrotal circumference adjusted for 365 (SC365), 450 (SC450), 550 (SC550) and 730 (SC730) days of age. Median estimated ACP heritability was 0.19 and the genetic correlations with AFC, BW365, BW450, SC365, SC450, SC550 and SC730 were 0.33, 0.70, 0.65, 0.08, 0.07, 0.12 and 0.16, respectively. ACP increased and AFC decreased over time, revealing that the selection criteria genetically improved these traits. Selection based on ACP appears to favor the heaviest females at 365 and 450 days of age who showed better reproductive performance as regards AFC. Scrotal circumference was not genetically associated with ACP. (C) 2007 Elsevier B.V. All rights reserved.

Genetic parameters and environmental effects on temperament score and reproductive traits of Nellore cattle

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estimation of genetic parameters for partial egg production periods by means of random regression models

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)