SABIIA - Sistema Aberto e Integrado de Informação em Agricultura (Sabiia)

Kaiser, Johannes; Lacy, Michael G..

We outline a novel approach to calculate exact p-levels for two-sample randomization tests. The approach closely resembles permute in its applications, with the main difference being that the results are approximated only if the execution time needed to calculate exact p-levels would exceed a specified maximum. We demonstrate its use by deriving p-levels for the significance of Somers’ D, the coefficient of variation, the difference in means and in medians, and the difference in two multinomials.

Tipo: Article

Palavras-chave: Tsrtest; Mwtest; Fptest; Somersdtest; Cvtest; Vartest; Randomization tests; Monte Carlo; Two-sample problem; Research Methods/ Statistical Methods.

Ano: 2009

URL: http://purl.umn.edu/122702

A Mata Geweke–Hajivassiliou–Keane multivariate normal simulator

Alternativas para o teste t com variâncias heterogêneas avaliadas por meio de simulação

Gates, Richard.

An accurate and efficient numerical approximation of the multivariate normal (MVN) distribution function is necessary for obtaining maximum likelihood estimates for models involving the MVN distribution. Numerical integration through simulation (Monte Carlo) or number-theoretic (quasi–Monte Carlo) techniques is one way to accomplish this task. One popular simulation technique is the Geweke–Hajivassiliou–Keane MVN simulator. This paper reviews this technique and introduces a Mata function that implements it. It also computes analytical first-order derivatives of the simulated probability with respect to the variables and the variance–covariance parameters.

Tipo: Journal Article

Palavras-chave: GHK; Maximum simulated likelihood; Monte Carlo; Quasi–Monte Carlo; Importance sampling; Number-theoretic statistics; Research Methods/ Statistical Methods.

Ano: 2006

URL: http://purl.umn.edu/117569

Ciência e Agrotecnologia

Silva,Roberta Bessa Veloso; Ferreira,Daniel Furtado.

Conduziu-se este trabalho com o objetivo de avaliar os riscos de se tomar decisões erradas (erro tipo I e erro tipo II), com o aumento da diferença entre as variâncias populacionais, por meio de simulação computacional, utilizando-se o teste t de Student com o número de graus de liberdade sendo aproximado pelas alternativas de Satterthwaite (1946), valor mínimo υ = min (n1 - 1, n2 - 1) e pelo método de bootstrap. Duas populações foram geradas, e a variância da população 1 foi igual a um (σ21), e a da população 2 foi especificada em função da razão σ22/σ21, a qual assume os valores 1, 2, 8 e 16. Usando essas abordagens diferentes para o teste t, avaliaram-se as taxas de erro tipo I e tipo II. Todos os critérios controlaram adequadamente a taxa de erro tipo...

An exact and a Monte Carlo proposal to the Fisher–Pitman permutation tests for paired replicates and for independent samples

Palavras-chave: Erros tipo I e tipo II; Monte Carlo; Bootstrap.

Ano: 2003

URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-70542003000100023

An Insurance Approach to Risk Management in the Ethanol Industry

Kaiser, Johannes.

This article concerns the nonparametric Fisher–Pitman tests for paired replicates and independent samples. After outlining the theory of exact tests, I derive Monte Carlo simulations for both of them. Simulations can be useful if one deals with many observations because of the complexity of the algorithms in regard to sample sizes. The tests are designed to be a more powerful alternative to the Wilcoxon signed-rank test and the Wilcoxon–Mann–Whitney rank-sum test if the observations are given on at least an interval scale. The results gained by Monte Carlo versions of the tests are accurate enough in comparison to the exact versions. Finally, I give examples for using both supplemented tests.

Tipo: Article

Palavras-chave: Permtest1; Permtest2; Nonparametric tests; Monte Carlo; Permutation tests; Research Methods/ Statistical Methods.

Ano: 2007

URL: http://purl.umn.edu/119284

Paulson, Nicholas D.; Babcock, Bruce A.; Hart, Chad E.; Hayes, Dermot J..

The vast majority of crop and revenue insurance policies sold in the United States are single-crop policies that insure against low yields or revenues for each crop grown on the farm. But, increasingly, producer income is based more on the value of crops that have been converted into a value-added product such as ethanol. Moreover, the recent increases in energy and com-modity price levels and volatilities emphasize the importance of risk management to ethanol investors. This paper uses an insurance approach to outline a risk management tool which mimics the gross margin level of a typical corn-based ethanol plant. The gross margin, pre-mium, and indemnity levels are calculated on a per bushel basis to enable producers/investors to utilize the product...

Tipo: Journal Article

Palavras-chave: Corn-based ethanol; Insurance; Risk management; Correlation; Monte Carlo; Resource /Energy Economics and Policy; Risk and Uncertainty.

Ano: 2008

URL: http://purl.umn.edu/44738

ANÁLISE QUANTITATIVA DO RISCO TÉCNICO-ECONÔMICO DE UM TRATOR FLORESTAL SKIDDER

BIOFIX

Miyajima, Ricardo Hideaki; Tonin, Rodrigo Petrongari; Fenner, Paulo Torres; Simões, Danilo.

Os custos da colheita florestal, de forma abrangente, podem ser definidos como a quantificação econômica dos fatores produtivos, determinados em sua maioria pelo modal utilizado. Todavia, um elemento presente no conhecimento dos custos desses modais é a incerteza nas estimativas, devido ao conjunto de fatores envolvidos ou da insuficiência de informações. À vista disso, objetivou-se neste estudo construir um modelo estocástico, a partir da produtividade operacional de um trator florestal skidder empregado na extração de Eucalyptus sp., para quantificar os riscos técnico-econômicos por meio da simulação de Monte Carlo. A análise técnico-econômica teve como premissa o estudo de tempos e métodos, seguida da estimativa do custo horário do trator florestal...

Assessing the potential for beneficial diversification in rain-fed agricultural enterprises

Palavras-chave: Colheita florestal; Custos de extração; Monte Carlo; Silvicultura; Tempos e métodos.

Ano: 2017

URL: http://revistas.ufpr.br/biofix/article/view/56339

Kandulu, John.

Climate change and climate variability induce uncertainty in yields, and thus threaten long term economic viability of rain-fed agricultural enterprises. Enterprise mix diversification is the most common, and is widely regarded as the most effective, strategy for mitigating multiple sources of farm business risk. We assess the potential for enterprise mix diversification in mitigating climate induced variability in long term net returns from rain-fed agriculture. We build on APSIM modelling and apply Monte Carlo simulation, probability theory, and finance techniques, to assess the potential for enterprise mix diversification to mitigate climate-induced variability in long term economic returns from rain-fed agriculture. We consider four alternative farm...

Best practice in Ecopath with Ecosim food-web models for ecosystem-based management

Palavras-chave: Climate variability; Yield uncertainty; Economic returns; Rain-fed agricultural enterprise; Risk; Monte Carlo; Environmental Economics and Policy.

Ano: 2011

URL: http://purl.umn.edu/100568

ArchiMer

Heymans, Johanna Jacomina; Coll, Marta; Link, Jason S.; Mackinson, Steven; Steenbeek, Jeroen; Walters, Carl; Christensen, Villy.

Ecopath with Ecosim (EwE) models are easier to construct and use compared to most other ecosystem modelling techniques and are therefore more widely used by more scientists and managers. This, however, creates a problem with quality assurance; to address this we provide an overview of best practices for creating Ecopath, models. We describe the diagnostics that can be used to check for thermodynamic and ecological principles, and highlight principles that should be used for balancing a model. We then highlight the pitfalls when comparing Ecopath models using Ecological Network Analysis indices. For dynamic simulations in Ecosim we show the state of the art in calibrating the model by fitting it to time series using a formal fitting procedure and...

Tipo: Text

Palavras-chave: Ecopath with Ecosim; Ecological network analysis; Ecosystem modelling; Ecosystem-based management; Monte Carlo; Time series fitting.

Ano: 2016

URL: https://archimer.ifremer.fr/doc/00626/73763/74237.pdf

CITRICULTURE ECONOMIC AND FINANCIAL EVALUATION UNDER CONDITIONS OF UNCERTAINTY

Rev. Bras. Frutic.

SIMÕES,DANILO; CABRAL,ANTÔNIO CARLOS; OLIVEIRA,PAULO ANDRÉ DE.

ABSTRACT The citriculture consists in several environmental risks, as weather changes and pests, and also consists in considerable financial risk, mainly due to the period ofreturn on the initial investment. This study was motivated by the need to assess the risks of a business activity such as citriculture. Our objective was to build a stochastic simulation model to achieve the economic and financial analysis of an orange producer in the Midwest region of the state of Sao Paulo, under conditions of uncertainty. The parameters used were the Net Present Value (NPV), the Modified Internal Rate of Return(MIRR), and the Discounted Payback. To evaluate the risk conditions we built a probabilistic model of pseudorandom numbers generated with Monte Carlo method....

Comparações múltiplas bayesianas em modelos normais homocedásticos e heterocedásticos

Palavras-chave: Risk analysis; Citrus sinensis Osbeck; Agricultural economics; Monte Carlo.

Ano: 2015

URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0100-29452015000400859

Ciência e Agrotecnologia

Andrade,Paulo César de Resende; Ferreira,Daniel Furtado.

Procedimentos de comparações múltiplas são utilizados para comparar médias de níveis de um fator, porém, os testes mais populares apresentam problemas de ambiguidade dos resultados e de controle do erro tipo I, além de terem seus desempenhos influenciados negativamente no caso de heterogeneidade de variâncias e não balanceamento. Objetivou-se, neste trabalho propor alternativas bayesianas para comparações múltiplas considerando os casos de homogeneidade e heterogeneidade de variâncias. A metodologia utilizada nesse trabalho foi baseada na distribuição a posteriori t multivariada. Foram geradas k cadeias de médias, utilizando o método de Monte Carlo. Foi obtida a amplitude padronizada sob H0, obtida na distribuição a posteriori das médias, contemplando a...

Comparison of several demand systems

Palavras-chave: Simulação; Erro tipo I; Poder; Monte Carlo; Não balanceamento.

Ano: 2010

URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-70542010000400008

Meyer, Stefan; Yu, Xiaohua; Abler, David G..

Using Monte-Carlo simulation, , we compare the most popular demand systems including the LES, AIDS, BTL, QES, QUAIDS and AIDADS, and find that different models actually have different advantages in estimating different elasticities. Specifically, QES, AIDS and AIDADS models are the best in income, own-price and cross-price elasticities, respectively. Overall, AIDADS model has the best performance. The results indicate that the rank three models are not necessary always better than the rank two models.

Construcción de unidades representativas de producción porcina y análisis de su viabilidad económica en el período 2009-2018

Palavras-chave: Comparison; Demand Systems; Monte Carlo; AIDS; Consumer/Household Economics; Demand and Price Analysis; Research Methods/ Statistical Methods.

Ano: 2011

URL: http://purl.umn.edu/103736

Agrociencia

Zavala-Pineda,M. Jesica; Salas-González,J. María; Leos-Rodríguez,J. Antonio; Sagarnaga-Villegas,L. Myriam.

En este estudio se destaca la relevancia de los estudios prospectivos en el diseño de una política agropecuaria diferenciada para México y en la identificación de los efectos potenciales de políticas sectoriales diferenciadas. Por tanto, el objetivo del estudio fue analizar la viabilidad económica de unidades representativas de producción (URP) porcícola en los estados de Jalisco, Sonora y Guanajuato. La técnica de paneles se usó para modelar 15 URP con la participación de 137 productores, con granjas similares en tecnología, escala, sistema de producción, ubicación geográfica y mercado de destino del producto. Mediante consensos se identificó la información técnica y financiera relevante para construir el Año Base 2008. Con esta información y empleando el...

URL: http://www.scielo.org.mx/scielo.php?script=sci_arttext&pid=S1405-31952012000700008

Palavras-chave: Análisis prospectivo; Monte Carlo; Paneles; Simulación; Transferencias gubernamentales.

Ano: 2012

Construction et étude d'un modèle de réseau trophique de la vasière de Brouage (bassin de marennes Oléron, France). Prise en compte de la saisonnalité et des échanges physiques pour la synthèse constructive des connaissances sur une zone intertidale d'une région tempérée.

ArchiMer

Leguerrier, Dephine.

In order to better understand the functioning of the Brouage intertidal mudflat (Marennes- Oléron Basin, France), its carbon-based trophic web has been modelled and analyzed. The foodweb building is based on the 4 step method of Inverse Analysis: 1) conceive an a priori model as the graph of compartments (nodes) between which exist fluxes of material (vertices). These vertices are the unknowns for the problem; 2) gather all the existing knowledge about the ecosystem and translate it into linear equations and inequalities involving the fluxes; 3) complete this set of data by common knowledge on the behaviour of the compartments and translate it into inequalities, 4) solve the obtained linear system under the parsimony principle to find a unique solution...

Tipo: Text

Palavras-chave: Brouage Mudflat; Box Model; Seasonality; Dynamic Model; Static Model; Monte Carlo; Markov Chains; Network Analysis; Intertidal Mudflat; Food Web; Inverse Analysis; Vasière de Brouage; Modèle en boîtes; Saisonnalité; Modèle Dynamique; Modèle Statique; Monte Carlo; Chaînes de Markov; Analyse des Réseaux; Vasière Intertidale; Réseau Trophique; Analyse Inverse.

Ano: 2005

URL: http://archimer.ifremer.fr/doc/2005/these-2260.pdf

Crop-Based Biofuel Production under Acreage Constraints and Uncertainty

Baker, Mindy L.; Hayes, Dermot J.; Babcock, Bruce A..

A myriad of policy issues and questions revolve around understanding the bioeconomy. To gain insight, we develop a stochastic and dynamic general equilibrium model and capture the uncertain nature of key variables such as crude oil prices and commodity yields. We also incorporate acreage limitations on key feedstocks such as corn, soybeans, and switchgrass. We make standard assumptions that investors are rational and engage in biofuel production only if returns exceed what they can expect to earn from alternative investments. The Energy Independence and Security Act of 2007 mandates the use of 36 billion gallons of biofuels by 2022, with significant requirements for cellulosic biofuel and biodiesel production. We calculate the level of tax credits required...

Tipo: Working or Discussion Paper

Palavras-chave: Biodiesel; Biofuels; Cellulosic; Dynamic; Ethanol; General equilibrium; Monte Carlo; Market; Crop Production/Industries; Political Economy; Resource /Energy Economics and Policy; Risk and Uncertainty.

Ano: 2008

URL: http://purl.umn.edu/6314

Determining Optimal Levels of Nitrogen Fertilizer Using Random Parameter Models

Tumusiime, Emmanuel; Brorsen, B. Wade; Mosali, Jagadeesh; Johnson, Jim; Locke, James; Biermacher, Jon T..

The parameters of yield response functions can vary by year. Past studies usually assume yield functions are nstochastic ‘‘limited’’ stochastic. In this study, we estimate rye– ryegrass yield functions in which all parameters are random. The three functional forms considered are the linear response plateau, the quadratic, and the Spillman-Mitscherlich. Nonstochastic yield models are rejected in favor of stochastic parameter models. Quadratic functional forms fit the data poorly. Optimal nitrogen application recommendations are calculated for the linear response plateau and Spillman-Mitscherlich. The stochastic models lead to smaller recommended levels of nitrogen, but the economic benefits of using fully stochastic crop yield functions are small because...

Tipo: Journal Article

Palavras-chave: Cereal rye–ryegrass; Monte Carlo; Nitrogen; Random parameters; Stochastic plateau; Production Economics; Q10; C12; D24.

Ano: 2011

URL: http://purl.umn.edu/117949

Determining Optimal Levels of Nitrogen Fertilizer Using Random Parameter Models

Tumusiime, Emmanuel; Brorsen, B. Wade; Biermacher, Jon T.; Mosali, Jagadeesh; Johnson, Jim; Locke, James.

The parameters of yield response functions can vary by year. Past studies usually assume yield functions are nonstochastic or ‘limited’ stochastic. In this study, we estimate rye-ryegrass yield functions where all parameters are random. Optimal nitrogen rates are calculated for two yield response functions: linear response plateau and quadratic. Nonstochastic models are rejected in favor of stochastic parameter models. However, the economic benefits of using fully stochastic models are small since optimal nitrogen rates do not differ greatly between stochastic and nonstochastic models.

Economic optimization of the number of recipients in bovine embryo transfer programs

Palavras-chave: Linear response plateau; Monte Carlo; Nitrogen; Random parameters; Agricultural and Food Policy; Crop Production/Industries; Farm Management; Production Economics.

Ano: 2010

URL: http://purl.umn.edu/56514

Scientia Agricola

Beltrame,Renato Travassos; Barioni,Luis Gustavo; Maestri,Breno Dala; Quirino,Celia Raquel.

Purchase and maintenance of recipient females account for a large proportion of the costs and determine the number of calves that can be produced in an embryo transfer program. However, the large variability of embryo production by the donors and the need to purchase and synchronize the recipients before knowing the number of embryos collected make it difficult for the decision maker to identify the ideal number of recipient females to allocate. An ex-ante evaluation to determine the optimal number of recipient females was carried out through a sensitivity analysis for the ratio between the number of recipients and donors in a simulation model. The variability for the number of embryos collected was accounted for by applying the Monte Carlo simulation...

Economic substitution for US wheat food use by class

Palavras-chave: Monte Carlo; Mathematical model; Simulation; Cost estimation; Estrus synchronization.

Ano: 2007

URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-90162007000300002

Elasticities for U.S. Wheat Food Use by Class

Marsh, Thomas L..

Wheat for food use is conceptualised as an input into flour production and demand is derived from an industry profit function to quantify price responsiveness and economic substitutability across wheat classes. Price and substitution elasticities are estimated for hard red winter, hard red spring, soft red wheat, soft white winter and durum wheat. In general, hard red winter and spring wheat varieties are much more responsive to their own price than are soft wheat varieties and durum wheat. Substitution elasticities indicate that hard red winter and hard red spring wheat are economic substitutes for milling purposes.

Tipo: Article

Palavras-chave: Elasticities; Like product; Monte Carlo; Wheat by class; Crop Production/Industries; Food Consumption/Nutrition/Food Safety.

Ano: 2005

URL: http://purl.umn.edu/118503

Marsh, Thomas L..

We conceptualize wheat for food use as an input into flour production and derive demand functions to quantify price responsiveness and economic substitutability across wheat classes. Cost, price, and substitution elasticities are estimated for hard red winter, hard red spring, soft red wheat, soft white winter, and durum wheat. In general, hard red winter and spring wheat varieties are much more responsive to their own price than are soft wheat varieties and durum wheat. Morishima elasticities indicate that hard red winter and hard red spring wheat are economic substitutes for milling purposes.

Estimating a Demand System with Seasonally Differenced Data

Palavras-chave: Elasticities; Wheat by class; Economic substitution; Monte Carlo; Food Consumption/Nutrition/Food Safety; C15; C30; Q11.

Ano: 2003

URL: http://purl.umn.edu/57920