Theory Of Probabilities
Mostrando 13-24 de 45 artigos, teses e dissertações.
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13. PDE models associated to fuzzy logic ans statistical methods in the treatment of uncertainties : an application on food-and-mooth disease / Modelos de EDP integrados a logica Fuzzy e metodos probabilisticos no tratamento de incertezas : uma aplicação a febre aftosa em bovinos
The foot-and-mouth disease is a viral, infectum contagious pathology, characterized for a scene full of inherent uncertainties, resultants of the influence of social, economic and environmental factors related to the transmission process, that can occur for direct and indirect means. In Epidemiology, great part of the uncertainties are treated either by the
Publicado em: 2008
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14. Estudo do modelo de famÃlias de distribuiÃÃes de probabilidade baseado em programaÃÃo matemÃtica
Since immemorial times, man has learned to deal with uncertainty in trying to prevent losses derived from unexpected factors. Several probability theories were proposed in such a search, KolmogorovÅs having been the most used. However, it fails to serve a number of situations. A great deal has been done in order to work out the situations where the classic
Publicado em: 2007
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15. TESTS WITH CONDITIONAL FREQUENTISTS ERRORS AND TESTS WITH INTERPRETATION BAYESIAN AND CONDITIONAL FREQUENTISTS. / TESTES COM ERROS FREQÃENTISTAS CONDICIONAIS E TESTES COM INTERPRETAÃÃO BAYESIANA E FREQÃENTISTA CONDICIONAL
The Neyman-Pearson tests of hypotheses present probabilities of error independent of the observed data; this is an enormous source of critics. In the significance tests the p-value is used, but this is not a frequentist measuring.Kiefer (1977) formalized a frequentist methodology dependent of the data. The sample space is partitioned using a partitioning fun
Publicado em: 2007
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16. SubstituiÃÃo homofÃnica: aspectos teÃricos e prÃticos / Homophonic substitution: theoretical and practical aspects
This thesis has as main purposes: a) to review the information-theoretic treatment given to the GÃntherâs type of homophonic substitution, b) to propose improvements of this approach, c) to investigate the practical implementation of homophonic substitution systems, considering that the plaintext symbol probabilities are rational numbers. The concept of st
Publicado em: 2006
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17. Quantum probabilities versus event frequencies
Quantum probability is very different from classical probability. Part of this difference is manifested in the generic inability of stochastic processes to describe the results of multi-time measurements of quantum mechanical systems and the fact that the complex-valued temporal correlation functions of quantum theory have no interpretation in terms of multi
Brazilian Journal of Physics. Publicado em: 2005-06
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18. Markets of risk and the theory of the extreme values: empirical study of cases / Mercados de risco e a teoria dos valores extremos: estudo empÃrico de casos
The objective of this work is to infer the behavior of extremes values of a continuous random variable, either extreme values in the down left tail of the probability density function (pdf), like the great daily losses in financial markets investments, or extreme values in the pdf upper right tail, like some great claim sizes in the insurance industry. The E
Publicado em: 2004
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19. VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION / VALOR EM RISCO UMA COMPARAÇÃO ENTRE MÉTODOS DE ESCOLHA DA FRAÇÃO AMOSTRAL NA ESTIMAÇÃO DO ÍNDICE DE CAUDA DE DISTRIBUIÇÕES GEV
Value at Risk -VaR- is already part of the toolkit of financial analysts assessing market risk. In order to implement VaR it is needed to estimate low quantiles of the portfolio returns distribution. Traditional methodologies combine a normal conditional distribution together with ARCH type models to accomplish this goal. Albeit well succeed in evaluating ri
Publicado em: 2002
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20. Mössbauer spectroscopy, superparamagnetism and ferrofluids
Some fundamentals of Mössbauer spectroscopy and of fluctuating magnetic hyperfine interactions are reviewed. An expression for calculation of spin-phonon interaction transition probabilities on the ground of a Debye model is given. Basic ideas of superparamagnetism and classical results for low-temperature relaxation rates are presented. A theory of superpa
Braz. J. Phys.. Publicado em: 2001-09
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21. EXTREME VALUE THEORY: A CONDITIONAL APPROACH FOR VALUE AT RISK ESTIMATION IN THE BRAZILIAN STOCK MARKET / A TEORIA DOS VALORES EXTREMOS: UMA ABORDAGEM CONDICIONAL PARA A ESTIMAÇÃO DE VALOR EM RISCO NO MERCADO ACIONÁRIO BRASILEIRO
The existence of fat tails is one of the striking stylized facts of financial returns distribution. This fact makes the use of traditional parametric models for Value at Risk (VaR) stimulation unsuitable for the estimation of low probability events (1% or less). This is because traditional models are based on the conditional normality assumption for financia
Publicado em: 2000
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22. Estudos dos momentos magneticos em solidos por ressonancia paramagnetica eletronica
Electron Paramagnetic Resonance (EPR) of magnetic impurities (3d e 4f) in single crystals and powdered samples is a subject of importance in the study of magnetic impurities in solids. The study and analysis of the EPR spectra is the main subject of this work. We developed computational algoritms to simulate and fit EPR spectra, using a suitable Spin Hamilto
Publicado em: 2000
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23. PROBABILISTIC POWER FLOW: THEORY AND APPLICATION / FLUXO DE POTÊNCIA PROBABILÍSTICO: TEORIA E APLICAÇÃO
A Probabilistic Power Flow Algorithm (PPF) allows the practical evaluation of the probability of occurrence of power system events, based on their historical performance, load forecast and availability of generating units and transmission equipment. Such events are overlads, undervoltages, overvoltages and indufficiency of active/reactive power generation. T
Publicado em: 1990
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24. Role of environmental variability in the evolution of life history strategies
We reexamine the role of environmental variability in the evolution of life history strategies. We show that normally distributed deviations in the quality of the environment should lead to normally distributed deviations in the logarithm of year-to-year survival probabilities, which leads to interesting consequences for the evolution of annual and perennial