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Effects of gamma irradiation on physical parameters of Lactarius deliciosus wild edible mushroom

Fernandes, Ângela; Antonio, Amilcar L.; Oliveira, M.B.P.P.; Martins, Anabela; Ferreira, Isabel C.F.R.
Fonte: Instituto Politécnico de Bragança Publicador: Instituto Politécnico de Bragança
Tipo: Conferência ou Objeto de Conferência
Português
Relevância na Pesquisa
35.98%
Studies evaluating the effects of ionizing radiation in mushrooms are mostly available in cultivated species [1], being scarce reports on wild species, considered add-value foods. In the present work, the effects of gamma radiation dose (0, 0.5 and 1 kGy; at a dose rate of 2.3 kGy/h using a gamma camera with 60Co sources) and storage time (0 to 8 days at 5 ºC) on the physical parameters (colour, cap diameter and weight) of the wild edible mushroom Lactarius deliciosus were evaluated. The results were submitted to an analysis of variance (ANOVA) with Type III sums of squares, performed using the GLM (General Linear Model) procedure of the SPSS software, and a hierarchical cluster analysis (HCA) was used as an unsupervised learning method [2]. It was observed a slight decrease in redness (a; Hunter’s colour) with irradiation dose and a slight decrease in the cap diameter with storage time. Regarding the weight loss profiles along the 8 days of storage, the results were very similar for irradiated and non-irradiated samples. Despite the particular tendencies previously described, the results obtained for the assayed parameters seemed to indicate that neither irradiation nor cold storage, exerted significant influence. The interaction among the two factors (Irradiation dose×Storage time) was only significant (p<0.05) for L (lightness) parameter. The HCA indicated high similarity among the assayed samples; nevertheless...

Effects of gamma and electron beam irradiations on the triacylglycerol profile of fresh and stored Castanea sativa Miller samples

Barreira, João C.M.; Carocho, Márcio; Ferreira, Isabel C.F.R.; Antonio, Amilcar L.; Kałuska, Iwona; Botelho, M. Luísa; Bento, Albino; Oliveira, M.B.P.P.
Fonte: Instituto Politécnico de Bragança Publicador: Instituto Politécnico de Bragança
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
35.84%
The present chestnut (Castanea sativa Miller) commercialization dynamics, including distribution to novel markets, demands suitable conservation technologies. Irradiation has been considered a promising alternative to chemical fumigation (legally forbidden and harmful for human health and environment) or heat treatments (technological difficulties and low efficiency). Following previous studies on the effects of irradiation in different chemical parameters, the present work aims to perform an evaluation of the effects of electron beam and γ-irradiation on the triacylglycerol profiles of fresh and stored chestnuts. An analysis of variance with type III sums of squares was performed using the general linear model procedure. As classification technique, a linear discriminant analysis using the stepwise procedure was also applied. Independently of irradiation type, samples irradiated with higher doses showed higher modifications in triacylglycerol profiles. In fact, samples irradiated with 1 and 3 kGy were clearly separated from the remaining groups in the linear discriminant analysis. The obtained results highlight the potential of triacylglycerol profiles as indicators of chestnuts irradiation. However, irradiation might be recommended as a suitable method for chestnuts preservation.

Bivariate gamma-geometric law and its induced Levy process

Barreto-Souza, Wagner
Fonte: ELSEVIER INC; SAN DIEGO Publicador: ELSEVIER INC; SAN DIEGO
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
36%
In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived...

Efeitos das radiações gama e ultra-sônica em suco de laranja contaminado por Alicyclobacillus acidoterrestris; Effects of the gamma and ultrasound radiation in orange juice contaminated by Alicyclobacillus acidoterrestris

Pires, Cristiane Cassiolato
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 28/08/2006 Português
Relevância na Pesquisa
36.01%
O suco de laranja possui características que dificultariam ou mesmo impediriam o crescimento de microrganismos, mesmo assim já foram isolados fungos filamentosos, leveduras, bem como bactérias lácticas e termorresistentes. Dentre as bactérias termorresistentes e deteriorantes está a Alicyclobacillus acidoterrestris que tem causado prejuízos no setor de suco de laranja concentrado e congelado. Esta bactéria está apta a crescer em temperaturas abaixo de 35°C, constituindo um risco aos sucos de laranja que estejam contaminados. Mesmo os que já passaram por tratamento térmico, se forem estocados em local sem refrigeração, podem sofrer deterioração. Como os métodos tradicionais de descontaminação e conservação não têm se mostrado eficientes na inviabilização dessa bactéria, outras formas de esterilização tornam-se necessárias, dentre elas destacam-se as radiações gama e ultra-sônica. A radiação gama é capaz de esterilizar alimentos e reduzir as cargas microbiológicas, permitindo assim ampliar o período de armazenamento. A aplicação de ultra-som tem sido utilizada atualmente com o objetivo de controle microbiológico, sendo essa técnica eficiente por causar a destruição das células microbianas. Sendo o Brasil o maior produtor e exportador de suco de laranja concentrado congelado...

Efeitos do processamento térmico e da radiação gama na estabilidade físico-química, microbiológica e sensorial de caldo de cana puro e adicionado de suco de frutas, armazenado sob refrigeração; Heat treatment and gamma radiation effects on the physical-chemical, microbiological and sensory stability of pure sugarcane juice or added with fruit juices, stored under refrigeration

Oliveira, Aline Cristine Garcia de
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 09/03/2007 Português
Relevância na Pesquisa
35.98%
O caldo de cana é uma bebida saborosa, energética, não alcoólica que conserva todos os nutrientes presentes na cana-de-açúcar, muito apreciado no Brasil que, se devidamente explorado, pode alcançar um mercado consumidor com proporções ainda maiores. O presente trabalho teve como objetivos avaliar o grau de aceitação do mercado consumidor e a estabilidade do caldo de cana puro e adicionado de suco de frutas, submetido ao processamento térmico (70°C/ 25 min) e/ ou à radiação gama (2,5 kGy), armazenado em garrafas de polietileno de alta densidade sob refrigeração (5 ± 1°C). O teste de mercado do caldo de cana processado e embalado foi avaliado através da aplicação de 350 questionários em seis municípios paulistas. A qualidade do caldo de cana foi avaliada através dos parâmetros: microbiológicos (contagem de aeróbios psicrotróficos, bactérias lácticas e fungos filamentosos e leveduriformes), físico-químicos (pH, cor, acidez titulável, teor de sólidos solúveis, ratio e atividade da polifenoloxidase) e sensoriais (teste hedônico). Foi determinada a composição centesimal das bebidas elaboradas analisando-se: umidade, valor calórico, carboidratos totais, açúcares totais e redutores, extrato etéreo...

Arbitragem nos mercados financeiros: uma proposta bayesiana de verificação; Arbitrage in financial markets: a Bayesian approach for verification

Cerezetti, Fernando Valvano
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Tese de Doutorado Formato: application/pdf
Publicado em 20/05/2013 Português
Relevância na Pesquisa
45.99%
Hipóteses precisas são características naturais das teorias econômicas de determinação do valor ou preço de ativos financeiros. Nessas teorias, a precisão das hipóteses assume a forma do conceito de equilíbrio ou da não arbitragem. Esse último possui um papel fundamental nas teorias de finanças. Sob certas condições, o Teorema Fundamental do Apreçamento de Ativos estabelece um sistema único e coerente para valorização dos ativos em mercados não arbitrados, valendo-se para tal das formulações para processos de martingal. A análise da distribuição estatística desses ativos financeiros ajuda no entendimento de como os participantes se comportam nos mercados, gerando assim as condições para se arbitrar. Nesse sentido, a tese defendida é a de que o estudo da hipótese de não arbitragem possui contrapartida científica, tanto do lado teórico quanto do empírico. Utilizando-se do modelo estocástico Variância Gama para os preços dos ativos, o teste Bayesiano FBST é implementado com o intuito de se verificar a existência da arbitragem nos mercados, potencialmente expressa nos parâmetros destas densidades. Especificamente, a distribuição do Índice Bovespa é investigada, com os parâmetros risco-neutros sendo estimados baseandose nas opções negociadas no Segmento de Ações e no Segmento de Derivativos da BM&FBovespa. Os resultados aparentam indicar diferenças estatísticas significantes em alguns períodos de tempo. Até que ponto esta evidência é a expressão de uma arbitragem perene nesses mercados ainda é uma questão em aberto.; Precise hypotheses are natural characteristics of the economic theories for determining the value or prices of financial assets. Within these theories the precision is expressed in terms of equilibrium and non-arbitrage hypotheses. The former concept plays an essential role in the theories of finance. Under certain conditions...

Modeling strategies for complex hierarchical and overdispersed data in the life sciences; Estratégias de modelagem para dados hierárquicos complexos e com superdispersão em ciências biológicas

Oliveira, Izabela Regina Cardoso de
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Tese de Doutorado Formato: application/pdf
Publicado em 24/07/2014 Português
Relevância na Pesquisa
26.28%
In this work, we study the so-called combined models, generalized linear mixed models with extension to allow for overdispersion, in the context of genetics and breeding. Such flexible models accommodates cluster-induced correlation and overdispersion through two separate sets of random effects and contain as special cases the generalized linear mixed models (GLMM) on the one hand, and commonly known overdispersion models on the other. We use such models while obtaining heritability coefficients for non-Gaussian characters. Heritability is one of the many important concepts that are often quantified upon fitting a model to hierarchical data. It is often of importance in plant and animal breeding. Knowledge of this attribute is useful to quantify the magnitude of improvement in the population. For data where linear models can be used, this attribute is conveniently defined as a ratio of variance components. Matters are less simple for non-Gaussian outcomes. The focus is on time-to-event and count traits, where the Weibull-Gamma-Normal and Poisson-Gamma-Normal models are used. The resulting expressions are sufficiently simple and appealing, in particular in special cases, to be of practical value. The proposed methodologies are illustrated using data from animal and plant breeding. Furthermore...

Model risk in the pricing of exotic options

Marabel Romo, Jacinto; Crespo Espert, José Luis
Fonte: Instituto Politécnico de Lisboa Publicador: Instituto Politécnico de Lisboa
Tipo: Conferência ou Objeto de Conferência
Publicado em /07/2011 Português
Relevância na Pesquisa
45.99%
The growth experimented in recent years in both the variety and volume of structured products implies that banks and other financial institutions have become increasingly exposed to model risk. In this article we focus on the model risk associated with the local volatility (LV) model and with the Variance Gamma (VG) model. The results show that the LV model performs better than the VG model in terms of its ability to match the market prices of European options. Nevertheless, both models are subject to significant pricing errors when compared with the stochastic volatility framework.

Effect of gamma-radiation and sodium azide on quantitative characters in rice (Oryza sativa L.)

Montalván,Ricardo; Ando,Akihiko
Fonte: Sociedade Brasileira de Genética Publicador: Sociedade Brasileira de Genética
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/03/1998 Português
Relevância na Pesquisa
26.28%
Seeds of rice cultivar IAC-1246 received single and combined treatments of 10 or 20 Krad gamma-rays and 0.5 mM sodium azide (SA). The experiments were carried out to assess the effect of treatments on the mean and variance in second generation plants of the following quantitative traits: number of days to flowering (NDF), culm length (CL) and tiller number (TN). In general, the mutagenic treatments increased variance, but did not change the mean for the characters NDF and CL in the M2 generation. There was no increase in the mean or variance of TN. The combined treatments of gamma-rays and SA resulted in larger variance in CL than for the treatments with gamma-rays alone, but not higher than obtained with SA alone. Combined treatments with gamma-rays and SA did not increase the variance of NDF and TN when compared with the corresponding single treatments.

New simulation schemes for the Heston model

Bégin, Jean-François
Fonte: Université de Montréal Publicador: Université de Montréal
Tipo: Thèse ou Mémoire numérique / Electronic Thesis or Dissertation
Português
Relevância na Pesquisa
26.33%
Les titres financiers sont souvent modélisés par des équations différentielles stochastiques (ÉDS). Ces équations peuvent décrire le comportement de l'actif, et aussi parfois certains paramètres du modèle. Par exemple, le modèle de Heston (1993), qui s'inscrit dans la catégorie des modèles à volatilité stochastique, décrit le comportement de l'actif et de la variance de ce dernier. Le modèle de Heston est très intéressant puisqu'il admet des formules semi-analytiques pour certains produits dérivés, ainsi qu'un certain réalisme. Cependant, la plupart des algorithmes de simulation pour ce modèle font face à quelques problèmes lorsque la condition de Feller (1951) n'est pas respectée. Dans ce mémoire, nous introduisons trois nouveaux algorithmes de simulation pour le modèle de Heston. Ces nouveaux algorithmes visent à accélérer le célèbre algorithme de Broadie et Kaya (2006); pour ce faire, nous utiliserons, entre autres, des méthodes de Monte Carlo par chaînes de Markov (MCMC) et des approximations. Dans le premier algorithme, nous modifions la seconde étape de la méthode de Broadie et Kaya afin de l'accélérer. Alors, au lieu d'utiliser la méthode de Newton du second ordre et l'approche d'inversion...

Variance-Gamma approximation via Stein's method

Gaunt, Robert E.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
46.2%
Variance-Gamma distributions are widely used in financial modelling and contain as special cases the normal, Gamma and Laplace distributions. In this paper we extend Stein's method to this class of distributions. In particular, we obtain a Stein equation and smoothness estimates for its solution. This Stein equation has the attractive property of reducing to the known normal and Gamma Stein equations for certain parameter values. We apply these results and local couplings to bound the distance between sums of the form $\sum_{i,j,k=1}^{m,n,r}X_{ik}Y_{jk}$, where the $X_{ik}$ and $Y_{jk}$ are independent and identically distributed random variables with zero mean, by their limiting Variance-Gamma distribution. Through the use of novel symmetry arguments, we obtain a bound on the distance that is of order $m^{-1}+n^{-1}$ for smooth test functions. We end with a simple application to binary sequence comparison.; Comment: 39 pages. Published Version

Option Pricing in a Dynamic Variance-Gamma Model

Mercuri, Lorenzo; Bellini, Fabio
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 28/05/2014 Português
Relevância na Pesquisa
46.25%
We present a discrete time stochastic volatility model in which the conditional distribution of the logreturns is a Variance-Gamma, that is a normal variance-mean mixture with Gamma mixing density. We assume that the Gamma mixing density is time varying and follows an affine Garch model, trying to capture persistence of volatility shocks and also higher order conditional dynamics in a parsimonious way. We select an equivalent martingale measure by means of the conditional Esscher transform as in Buhlmann et al. (1996) and show that this change of measure leads to a similar dynamics of the mixing distribution. The model admits a recursive procedure for the computation of the characteristic function of the terminal logprice, thus allowing semianalytical pricing as in Heston and Nandi (2000). From an empirical point of view, we check the ability of this model to calibrate SPX option data and we compare it with the Heston and Nandi (2000) model and with the Christoffersen, Heston and Jacobs (2006) model, that is based on Inverse Gaussian innovations. Moreover, we provide a detailed comparison with several variants of the Heston and Nandi model that shows the superiority of the Variance-Gamma innovations also from the point of view of historical MLE estimation.

Mixtures of Variance-Gamma Distributions

McNicholas, Sharon M.; McNicholas, Paul D.; Browne, Ryan P.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
46.36%
A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of variance-gamma distributions is a special case of the recently developed mixture of generalized hyperbolic distributions, and a restriction is required to ensure identifiability. Our mixture of variance-gamma distributions is perhaps the most useful such special case and, we will contend, may be more useful than the mixture of generalized hyperbolic distributions in some cases. In addition to being an alternative to the mixture of generalized hyperbolic distributions, our mixture of variance-gamma distributions serves as an alternative to the ubiquitous mixture of Gaussian distributions, which is a special case, as well as several non-Gaussian approaches, some of which are special cases. The mathematical development of our mixture of variance-gamma distributions model relies on its relationship with the generalized inverse Gaussian distribution; accordingly, the latter is reviewed before our mixture of variance-gamma distributions is presented. Parameter estimation carried out within the expectation-maximization framework.

Malliavin-Stein method for Variance-Gamma approximation on Wiener space

Eichelsbacher, Peter; Thäle, Christoph
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 19/09/2014 Português
Relevância na Pesquisa
46.25%
We combine Malliavin calculus with Stein's method to derive bounds for the Variance-Gamma approximation of functionals of isonormal Gaussian processes, in particular of random variables living inside a fixed Wiener chaos induced by such a process. The bounds are presented in terms of Malliavin operators and norms of contractions. We show that a sequence of distributions of random variables in the second Wiener chaos converges to a Variance-Gamma distribution if and only if their moments of order two to six converge to that of a Variance-Gamma distributed random variable (six moment theorem). Moreover, simplified versions for Laplace or symmetrized Gamma distributions are presented. Also multivariate extensions and a universality result for homogeneous sums are considered.; Comment: 31 pages, 2 figures

Fractional Gamma process and fractional Gamma-subordinated processes

Beghin, Luisa
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 08/05/2013 Português
Relevância na Pesquisa
36.02%
We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their densities are proved to satisfy differential equations expressed in terms of fractional versions of the shift operator (with fractional parameter greater or less than one, in the two cases). As a consequence, the fractional generalization of some Gamma subordinated processes (i.e. the Variance Gamma, the Geometric Stable and the Negative Binomial) are introduced and the corresponding fractional differential equations are obtained.; Comment: 19

An ECM algorithm for Skewed Multivariate Variance Gamma Distribution in Normal Mean-Variance Representation

Nitithumbundit, Thanakorn; Chan, Jennifer S. K.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
46.15%
Normal mean-variance mixture distributions are widely applied to simplify a model's implementation and improve their computational efficiency under the Maximum Likelihood (ML) approach. Especially for distributions with normal mean-variance mixtures representation such as the multivariate skewed variance gamma (MSVG) distribution, it utilises the expectation-conditional-maximisation (ECM) algorithm to iteratively obtain the ML estimates. To facilitate application to financial time series, the mean is further extended to include autoregressive terms. Techniques are proposed to deal with the unbounded density for small shape parameter and to speed up the convergence. Simulation studies are conducted to demonstrate the applicability of this model and examine estimation properties. Finally, the MSVG model is applied to analyse the returns of five daily closing price market indices and standard errors for the estimated parameters are computed using Louis's method.

On Normal Variance-Mean Mixtures

Yu, Yaming
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 12/06/2011 Português
Relevância na Pesquisa
35.99%
Normal variance-mean mixtures encompass a large family of useful distributions such as the generalized hyperbolic distribution, which itself includes the Student t, Laplace, hyperbolic, normal inverse Gaussian, and variance gamma distributions as special cases. We study shape properties of normal variance-mean mixtures, in both the univariate and multivariate cases, and determine conditions for unimodality and log-concavity of the density functions. This leads to a short proof of the unimodality of all generalized hyperbolic densities. We also interpret such results in practical terms and discuss discrete analogues.

The neutron-gamma Feynman variance to mean approach: gamma detection and total neutron-gamma detection (theory and practice)

Chernikova, Dina; Axell, Kåre; Avdic, Senada; Pázsit, Imre; Nordlund, Anders
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
26.38%
Two versions of the neutron-gamma variance to mean (Feynman-alpha method or Feynman-Y function) formula for either gamma detection only or total neutron-gamma detection, respectively, are derived and compared in this paper. The new formulas have a particular importance for detectors of either gamma photons or detectors sensitive to both neutron and gamma radiation. If applied to a plastic or liquid scintillation detector, the total neutron-gamma detection Feynman-Y expression corresponds to a situation where no discrimination is made between neutrons and gamma particles. The gamma variance to mean formulas are useful when a detector of only gamma radiation is used or when working with a combined neutron-gamma detector at high count rates. The theoretical derivation is based on the Chapman-Kolmogorov equation with inclusion of general reactions and passage intensities for neutrons and gammas, but with the inclusion of prompt reactions only. A one energy group approximation is considered. The comparison of the two different theories is made by using reaction intensities obtained in MCNPX simulations with a simplified geometry for two scintillation detectors and a 252Cf-source enclosed in a steel container. In addition, the variance to mean ratios...

Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing

Buchmann, Boris; Kaehler, Benjamin; Maller, Ross; Szimayer, Alexander
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
35.91%
We unify and extend a number of approaches related to constructing multivariate Variance-Gamma (V.G.) models for option pricing. An overarching model is derived by subordinating multivariate Brownian motion to a subordinator from the Thorin (1977) class of generalised Gamma convolution subordinators. A class of models due to Grigelionis (2007), which contains the well-known Madan-Seneta V.G. model, is of this type, but our multivariate generalization is considerably wider, allowing in particular for processes with infinite variation and a variety of dependencies between the underlying processes. Multivariate classes developed by P\'erez-Abreu and Stelzer (2012) and Semeraro (2008) and Guillaume (2013) are also submodels. The new models are shown to be invariant under Esscher transforms, and quite explicit expressions for canonical measures (and transition densities in some cases) are obtained, which permit applications such as option pricing using PIDEs or tree based methodologies. We illustrate with best-of and worst-of European and American options on two assets.

Small-sample inference about variance and its transformations

Longford, Nicholas T.
Fonte: Universidade Autônoma de Barcelona Publicador: Universidade Autônoma de Barcelona
Tipo: Artigo de Revista Científica Formato: application/pdf
Publicado em //2010 Português
Relevância na Pesquisa
35.99%
We discuss minimum mean squared error and Bayesian estimation of the variance and its common transformations in the setting of normality and homoscedasticity with small samples, for which asymptotics do not apply. We show that permitting some bias can be rewarded by greatly reduced mean squared error. We apply borderline and equilibrium priors. The purpose of these priors is to reduce the onus on the expert or client to specify a single prior distribution that would capture the information available prior to data inspection. Instead, the (parametric) class of all priors considered is partitioned to subsets that result in the preference for different actions. With the family of conjugate inverse gamma priors, this Bayesian approach can be formulated in the frequentist paradigm, describing the prior as being equivalent to additional observations.