Consulta: subjectFacets:"Monte Carlo simulation"
Registros recuperados: 37
Data/hora: 13/06/2024 05:27:57

Pruebas de bondad de ajuste de bootstrap para la distribución log-gamma generalizada.
Provedor de dados: 32
Autores: Gutiérrez González, Eduardo.
Este trabajo trata sobre las pruebas de bondad de ajuste para la distribución log-gamma generalizada. El estudio se lleva a efecto siguiendo los pasos de las pruebas bootstrap de bondad de ajuste. El trabajo se realiza en 4 capítulos, los dos primeros muestran un desarrollo analítico detallado sobre la distribución log-gamma y sus propiedades, mientras que en los dos últimos capítulos se hace el desarrollo por simulación del tamaño y potencia de la prueba En el desarrollo analítico se formulan y demuestran varios resultados relacionados con la existencia y unicidad de tres estimadores para el parámetro de forma de la distribución log-gamma generalizada en su forma estándar. Además se realiza un estudio analítico detallado sobre el comportamiento asintótico...
Palavras-chave: Distribución log-gamma generalizada; Parámetro de forma; Pruebas de bondad de ajuste; Pruebas de bootstrap; Simulación Monte Carlo; Generalized log-gamma standard distribution; Shape parameter; Goodness of fit tests; Bootstrap  test; Monte Carlo simulation; Doctorado; Estadística.
Ano: 2010
URL: http://hdl.handle.net/10521/92

Prueba de bondad de ajuste para la distribución poisson basada en el índice de dispersión de fisher.
Provedor de dados: 32
Autores: Bravo Hernández, Faustino.
Considerando el Índice de Dispersión de Fisher se estableció una Prueba de Bondad de Ajuste, que permite afirmar con cierta confiabilidad que los datos en cuestión se distribuyen de acuerdo a la Distribución Poisson. Para la realización de está, se determinaron sus propiedades, mediante el uso de la Teoría Asintótica y la Simulación de Monte Carlo. Se concluye que la Potencia de la Prueba propuesta, tanto para los diferentes tamaños de muestra, como para los diferentes niveles de significancia, son mayores que las de las pruebas de bondad de ajuste consideradas como comparación en este estudio. Por lo tanto se demuestra que es mejor la Prueba de Bondad de ajuste para la distribución Poisson basada en el Índice de Dispersión de Fisher. _______________...
Palavras-chave: Indice de Dispersión de Fisher; Prueba de Bondad de Ajuste; Distribución Poisson; Teoría Asintótica; Simulación de Monte Carlo; Potencia de la Prueba; Fisher's dispersion index; Goodness of fit test; Poisson distribution; Asymptotic theory; Monte Carlo simulation; Power of a test; Estadística; Maestría.
Ano: 2012
URL: http://hdl.handle.net/10521/1686

Pruebas para la distribución exponencial con dos parámetros.
Provedor de dados: 32
Autores: Celis Euán, David Israel.
En el análisis estadístico de tiempos de vida, la distribución exponencial ha sido tomada como referencia en las áreas de Análisis de Supervivencia y teoría de Confiabilidad. En el presente trabajo se propone una prueba basada en la razón de dos estimadores insesgados del cuadrado del parámetro de escala. Para poder hacer la prueba de exponencialidad, el análisis de la prueba propuesta se divide en dos casos. Un caso se dá cuando el parámetro de localidad es cero, y el otro caso cuando ambos parámetros son desconocidos y distintos de cero. De los estudios de pruebas de exponencialidad realizadas por D’Agostino y Stephens(1984), se deduce que la prueba Cox-Oakes es de las más potentes que existen en la actualidad. Otra prueba de interés es la de Shapiro-...
Palavras-chave: Prueba estadística; Simulación Monte Carlo; Potencia; Tamaño de la prueba; Pruebas de bondad de ajuste; Goodness of fit tests; Statistical test; Monte Carlo simulation; Power; Size of the test; Maestría; Estadística.
Ano: 2012
URL: http://hdl.handle.net/10521/703

Pruebas de bondad de ajuste de bootstrap para la distribución log-gamma generalizada.
Provedor de dados: 32
Autores: Gutiérrez González, Eduardo.
Este trabajo trata sobre las pruebas de bondad de ajuste para la distribución log-gamma generalizada. El estudio se lleva a efecto siguiendo los pasos de las pruebas bootstrap de bondad de ajuste. El trabajo se realiza en 4 capítulos, los dos primeros muestran un desarrollo analítico detallado sobre la distribución log-gamma y sus propiedades, mientras que en los dos últimos capítulos se hace el desarrollo por simulación del tamaño y potencia de la prueba En el desarrollo analítico se formulan y demuestran varios resultados relacionados con la existencia y unicidad de tres estimadores para el parámetro de forma de la distribución log-gamma generalizada en su forma estándar. Además se realiza un estudio analítico detallado sobre el comportamiento asintótico...
Palavras-chave: Distribución log-gamma generalizada; Parámetro de forma; Pruebas de bondad de ajuste; Pruebas de bootstrap; Simulación Monte Carlo; Generalized log-gamma standard distribution; Shape parameter; Goodness of fit tests; Bootstrap  test; Monte Carlo simulation; Doctorado; Estadística.
Ano: 2010
URL: http://hdl.handle.net/10521/92

Monte-Carlo based channel characterization for underwater optical communication
Provedor de dados: 5
Autores: Gabriel, Chadi; Khalighi, Mohammad-ali; Bourennane, Salah; Leon, Pierre; Rigaud, Vincent.
Tipo: Text
Palavras-chave: Beam scattering; Channel delay spread; Henyey-Greenstein model; Monte Carlo simulation; Underwater optical communication; Underwater wireless sensor network.
Ano: 2013
URL: http://archimer.ifremer.fr/doc/00120/23110/20958.pdf

Simulation-based management strategy evaluation: ignorance disguised as mathematics?
Provedor de dados: 5
Autores: Rochet, Marie-joelle; Rice, Jake C.
Simulation-based management strategy evaluations are increasingly developed and used for science advice in support of fisheries management, along with risk evaluation and decision analysis. These methods tackle the problem of uncertainty in fisheries systems and data by modelling uncertainty in two ways. For quantities that are difficult to measure accurately or are inherently variable, variables are replaced by probability distributions, and system dynamics are simulated by Monte Carlo simulations, drawing numbers from these distributions. For processes that are not fully understood, arrays of model formulations that might underlie the observed patterns are developed, each is assumed successively, and the results of the corresponding arrays of model...
Tipo: Text
Palavras-chave: Uncertainty; Risk estimates; Monte Carlo simulation; Management strategy evaluation.
Ano: 2009
URL: http://archimer.ifremer.fr/doc/2009/publication-6361.pdf

3-D slope stability analysis: A probability approach applied to the nice slope (SE France)
Provedor de dados: 5
Autores: Leynaud, Didier; Sultan, Nabil.
Recent geophysical and geotechnical data acquired on the Nice shelf to the east of the 1979 landslide source area, Suggest slow deformations processes which could lead to future catastrophic slope failure. According to these preliminary interpretations, it is of major interest to perform a slope stability evaluation to define the hazard and quantify the danger related to a probable instability on this slope. A probabilistic approach is proposed here using a modified version of the SAMU_3D model, a 3-D slope stability software recently developed by Sultan and others to account for complex geometry. The 3-D analysis is based on the upper bound theorem of plasticity developed by Chen and others. One of the main features of the original model is to allow...
Tipo: Text
Palavras-chave: Probabilistic analysis; Slope stability; Monte Carlo simulation; Shear zone.
Ano: 2010
URL: http://archimer.ifremer.fr/doc/00002/11290/7828.pdf

Scale Accuracy Evaluation of Image-Based 3D Reconstruction Strategies Using Laser Photogrammetry
Provedor de dados: 5
Autores: Istenič, Klemen; Gracias, Nuno; Arnaubec, Aurelien; Escartín, Javier; Garcia, Rafael.
Rapid developments in the field of underwater photogrammetry have given scientists the ability to produce accurate 3-dimensional (3D) models which are now increasingly used in the representation and study of local areas of interest. This paper addresses the lack of systematic analysis of 3D reconstruction and navigation fusion strategies, as well as associated error evaluation of models produced at larger scales in GPS-denied environments using a monocular camera (often in deep sea scenarios). Based on our prior work on automatic scale estimation of Structure from Motion (SfM)-based 3D models using laser scalers, an automatic scale accuracy framework is presented. The confidence level for each of the scale error estimates is independently assessed through...
Tipo: Text
Palavras-chave: Photogrammetry; Metrology; Underwater 3D reconstruction; Structure-from-motion; Navigation fusion; Multiobjective BA; Laser scalers; Monte Carlo simulation; Uncertainty estimation; Scale drift evaluation; Laser spot detection.
Ano: 2019
URL: https://archimer.ifremer.fr/doc/00515/62643/67020.pdf

Weather risk and machinery costs – A Monte Carlo simulation for the wheat harvest
Provedor de dados: 31
Autores: Lips,   Markus; Bolli,   Simon.
In eastern Switzerland there is a substantial weather risk during the wheat harvest. Increasing the number of available combine harvesters reduces harvest losses due to bad weather conditions, whilst increasing machinery costs. Simulating weather risk, we analyse harvest losses and machinery costs. In doing so, we apply both a deterministic and a stochastic approach – the latter by means of a Monte Carlo simulation. The costs per hectare of wheat are higher in the stochastic approach, because bad weather conditions lead to high costs. There is no difference between the two approaches in terms of minimum costs, which in both cases are achieved by a density of 20 harvesters per 1000 hectares. Calculation results are lower than the actual density, which is...
Tipo: Conference Paper or Presentation
Palavras-chave: Weather risk; Wheat harvest; Monte Carlo simulation; Crop Production/Industries; Risk and Uncertainty.
Ano: 2007
URL: http://purl.umn.edu/9249

The Value of Bt Corn in Southwest Kansas: A Monte Carlo Simulation Approach
Provedor de dados: 31
Autores: Hyde,   Jeffrey; Martin,   Marshall A.; Preckel,   Paul V.; Buschman,   Lawrent L.; Edwards,   C. Richard; Sloderbeck,   Phillip E.; Higgins,   Randall A.
While most Corn Belt farmers consider planting Bt corn to control European corn borer, southwestern Kansas farmers must also take into account an array of other insect pests, including corn rootworm, spider mites, and southwestern corn borer. This research uses a decision analysis framework to estimate the expected economic value of Bt corn in southwest Kansas. Mean per acre Bt values ranged from $12.49 to $34.60, well above the technology fee assumed to be $14 per unit, or $5.25 per acre at a seeding rate of 30,000 seeds per acre. The minimum value over all scenarios was $8.69 per acre. Using Monte Carlo simulation, it was shown that European and southwestern corn borer infestation probabilities, expected corn price, and expected pest-free yields are...
Tipo: Journal Article
Palavras-chave: Bt corn; Decision analysis; European corn borer; Integrated pest management; Monte Carlo simulation; Southwestern corn borer; Crop Production/Industries.
Ano: 2003
URL: http://purl.umn.edu/30721

CUSTO DE PRODUÇÃO DO ABACAXI ‘PÉROLA’ IRRIGADO EM CONDIÇÕES DE RISCO, NO ESTADO DA BAHIA.
Provedor de dados: 31
Autores: Pedreira,   Ernani Macedo; Cardoso,   Carlos Estevao Leite; Guerreiro,   Mariana Sampaio Silva; Almeida,   Otavio Alvares De; Souza,   Luiz Francisco Da Silva.
O abacaxizeiro é uma planta de clima tropical, que apresenta crescimento adequado em grande parte das condições climáticas encontradas no Brasil, sobretudo na Bahia. No entanto necessita de chuvas bem distribuídas para não prejudicar seu crescimento e/ou desenvolvimento e, conseqüentemente, a produção. Este trabalho objetiva avaliar a viabilidade financeira do sistema de produção da cultura do abacaxi irrigado, em condições de risco. A metodologia utilizada consistiu no levantamento de dados primários, referentes aos vetores de preços dos insumos e dos produtos. Com base na matriz de coeficientes técnicos realizou-se a análise de rentabilidade em condições determinística e em condições de risco, utilizando-se o método de simulação de Monte Carlo.  A partir...
Tipo: Conference Paper or Presentation
Palavras-chave: Viabilidade econômica; Simulação Monte Carlo; Semi-árido; Economic viability; Monte Carlo simulation; Semi-arid; Crop Production/Industries.
Ano: 2008
URL: http://purl.umn.edu/112695

The Planting Real Option in Cash Rent Valuation
Provedor de dados: 31
Autores: Du,   Xiaodong; Hennessy,   David A.
After entering into farmland rental contracts in the fall, a tenant farmer has the planting flexibility to choose between corn and soybeans. Failure to account for this switching option will bias estimates of what farmers should pay to rent land. Applying contingent claims analysis methods, this study explicitly derives the real option value function. Comparative statics with respect to the volatilities of underlying state variables and their correlations are derived and discussed. Dynamic hedging deltas in this real option context are also developed. Monte Carlo simulation results show that the average cash rent valuation for the real option approach is 11% higher than that for the conventional net present value (NPV) method. The simulated dynamic hedging...
Tipo: Working or Discussion Paper
Palavras-chave: Cash rent; Delta hedging; Monte Carlo simulation; Multivariate GARCH; Real option; Ricardian rent; Farm Management; Research Methods/ Statistical Methods.
Ano: 2008
URL: http://purl.umn.edu/6307

Web Delivery of a Monte Carlo Simulation Model: The Base and Yield Analyzer Experience
Provedor de dados: 31
Autores: Richardson,   James W.; Outlaw,   Joe L.
The provision for producers to update base acres and payment yields in the 2002 farm bill afforded an opportunity to test whether it was feasible to deliver a complex simulation model directly to producers.  A Monte Carlo simulation model for assessing the economic impacts of the alternative base and yield options on individual farms was developed and made available to producers via the World Wide Web.  The experiences and challenges from this collaborative extension and research effort are described, as well as the issues educators might consider before delivering complex software to a national audience via the Web.
Tipo: Journal Article
Palavras-chave: Base and yield update; 2002 farm bill; Monte Carlo simulation; C15; D83; Q12; Q16.
Ano: 2005
URL: http://purl.umn.edu/43517

Policies for the regulation of coexistence between GM and conventional crops
Provedor de dados: 31
Autores: Ceddia,   M. Graziano; Bartlett,   Mark; Perrings,   Charles.
Pollen-mediated gene flow is one of the main concerns associated with the introduction of genetically modified (GM) crops, since growers of GM varieties normally do not take into account its possible impact on conventional and organic growers therefore generating negative externalities. Should a premium for non-GM varieties emerge on the market, 'contamination' with GM pollen would generate a revenue loss for growers of non-GM varieties. The existence of such externalities has led the European Union (EU) to put forward the concept of coexistence in order to guarantee farmers' freedom to plant both conventional and GM varieties without generating economic losses to conventional farmers. The first part of this paper develops a simple economic model analysing...
Tipo: Conference Paper or Presentation
Palavras-chave: Coexistence; Pollen-mediated gene flow; Monte Carlo simulation; Crop Production/Industries.
Ano: 2008
URL: http://purl.umn.edu/44193

Assisting Whole-Farm Decision-Making Through Stochastic Budgeting
Provedor de dados: 31
Autores: Lien,   Gudbrand D.
Stochastic budgeting is used to simulate the business and financial risk and the performance over a six-year planning horizon on a Norwegian dairy farm. A major difficulty with stochastic whole-farm budgeting lies in identifying and measuring dependency relationships between stochastic variables. Some methods to account for these stochastic dependencies are illustrated. The financial feasibility of different investment and management strategies is evaluated. In contrast with earlier studies with stochastic farm budgeting, the option aspect is included in the analysis.
Tipo: Conference Paper or Presentation
Palavras-chave: Decision analysis; Whole-farm stochastic budgeting; Monte Carlo simulation; Real option; Farm Management.
Ano: 2002
URL: http://purl.umn.edu/24903

How Market Power Changes in Monopoly: Using Lau’s Hessian Identities
Provedor de dados: 31
Autores: Yamaura,   Koichi; Featherstone,   Allen M.
This research examines market power using Lau’s Hessian Identity relationships based on the empirical properties of duality theory. We compare the performance of the proposed dual approach using Lau’s Hessian Identity relationships with the simple traditional dual approach.
Tipo: Conference Paper or Presentation
Palavras-chave: Lau’s Hessian Identity; Monte Carlo simulation; Market Power; Monopoly; Marketing.
Ano: 2011
URL: http://purl.umn.edu/103932

The Expected Value of Sample Information Analysis for Nonpoint Water Quality Management
Provedor de dados: 31
Autores: Sung,   Hwansoo; Shortle,   James S.
There is considerable interest in watershed-based water quality protection. However, the approach can be highly information intensive, necessitating decisions about the types and amounts of data used to guide decisions. This study examines the Bayesian value of different types and amounts of sample information for reducing nutrient pollution in the Conestoga watershed of Pennsylvania, focusing on nitrogen from agricultural sources. Uncertainty is modeled from the perspective of a social planner seeking to maximize the economic efficiency of water quality control. A nested Monte Carlo procedure combined with an Evolutionary Optimization Strategy with Covariance Matrix Adaptation is used to compute resource allocation that optimizes the expected net benefit...
Tipo: Conference Paper or Presentation
Palavras-chave: Water quality management; Value of sample information; Monte Carlo simulation; Environmental Economics and Policy.
Ano: 2006
URL: http://purl.umn.edu/21296

Stochastic Viability of Second Generation Biofuel Chains: Micro-economic Spatial Modeling in France
Provedor de dados: 31
Autores: Bamiére,   Laure; Martinet,   Vincent; Gouel,   Christophe; Le Cadre,   Elodie.
Within an overall project to assess the ability of the agricultural sector to contribute to bioenergy production, we set out here to examine the economic and technological viability of a bioenergy facility in an uncertain economic context, using the stochastic viability approach. We consider two viability constraints: the facility demand for lignocellulosic feedstock has to be satisfied each year and the associated supply cost has to be lower than de profitability threshold of the facility. We assess the viability probability of various supplying strategies consisting in contracting a given share of the feedstock demand with perennial dedicated crops at the initial time and then in making up each year with annual dedicated crops or wood. The demand...
Tipo: Conference Paper or Presentation
Palavras-chave: Biofuel; Biomass production; Spatial economics; Stochastic viability; Monte Carlo simulation; Resource /Energy Economics and Policy.
Ano: 2011
URL: http://purl.umn.edu/114238

The Economics Of Growing And Delivering Cellulosic Feedstocks In The Beaumont, Texas Area
Provedor de dados: 31
Autores: Fumasi,   Roland J.; Richardson,   James W.; Outlaw,   Joe L.
We estimate the contract prices that must be paid to grow cellulosic energy crops, and the costs of harvesting and transporting those crops in the Beaumont, TX area. Results indicate that the delivered price would range between $54 and $101 per ton of dry matter depending on the specific crop.
Tipo: Conference Paper or Presentation
Palavras-chave: Renewable fuels; Biofuels; Alternative fuels; Cellulosic; Biomass; Feedstock; Monte Carlo simulation; Resource /Energy Economics and Policy; Q12; Q42.
Ano: 2008
URL: http://purl.umn.edu/6788

An integrated simulation model to evaluate national policies for the abatement of agricultural nutrients in the Baltic Sea
Provedor de dados: 31
Autores: Hyytiainen,   Kari; Ahtiainen,   Heini; Heikkila,   Jaakko; Helin,   Janne; Huhtala,   Anni; Iho,   Antti; Koikkalainen,   Kauko; Miettinen,   Antti; Pouta,   Eija; Vesterinen,   Janne.
This study introduces a prototype model for evaluating policies to abate agricultural nutrients in the Baltic Sea from a Finnish national point of view. The stochastic simulation model integrates nutrient dynamics of nitrogen and phosphorus in the sea basins adjoining the Finnish coast, nutrient loads from land and other sources, benefits from nutrient abatement (in the form of recreation and other ecosystem services) and the costs of agricultural abatement activities. The aim of this study is to present the overall structure of the model and to demonstrate its potential using preliminary parameters. The model is made flexible for further improvements in all of its ecological and economic components. Results of a sensitivity analysis suggest that...
Tipo: Working or Discussion Paper
Palavras-chave: Ecosystem services; Nutrient abatement; Monte Carlo simulation; Recreation; Valuation; Environmental Economics and Policy; Research Methods/ Statistical Methods.
Ano: 2009
URL: http://purl.umn.edu/49896

SNP and SML estimation of univariate and bivariate binary–choice models
Provedor de dados: 31
Autores: De Luca,   Giuseppe.
We discuss the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363–390), the semiparametric maximum likelihood approach of Klein and Spady (1993, Econometrica 61: 387–421), and a set of new Stata commands for semiparametric estimation of three binary-choice models. The first is a univariate model, while the second and the third are bivariate models without and with sample selection, respectively. The proposed estimators are √n consistent and asymptotically normal for the model parameters of interest under weak assumptions on the distribution of the underlying error terms. Our Monte Carlo simulations suggest that the efficiency losses of the semi-nonparametric and the semiparametric maximum likelihood estimators relative to a...
Tipo: Article
Palavras-chave: Snp; Snp2; Snp2s; Sml; Sml2s; Binary-choice models; Semi-nonparametric approach; SNP estimation; Semiparametric maximum likelihood; SML estimation; Monte Carlo simulation; Research Methods/ Statistical Methods.
Ano: 2008
URL: http://purl.umn.edu/122586

Economics of Meat Production from the Springbuck in the Eastern Cape Karoo
Provedor de dados: 31
Autores: Dlamini,   Thula S.; Fraser,   Gavin C.G.
The feasibility of springbuck based meat production in the EC Karoo was analysed through a stochastic budgeting model, while overtly taking cost and price risk into consideration. Monte Carlo simulation of a springbuck based meat production enterprise was used to quantify the risks that would be faced by springbuck ranchers. Springbuck ranching has been proven a viable alternative in the production of highly nutritious and healthy meat (venison) that is on high demand in European markets and more recently with a promising and growing local demand as well. The results indicate that in the Eastern Cape Karoo, springbuck ranching for meat production is a viable business. As the call for more environmentally friendlier rangelands utilisation economic systems...
Tipo: Journal Article
Palavras-chave: Game ranching; Springbuck ranching; Meat production; Economic feasibility; Monte Carlo simulation; Livestock Production/Industries.
Ano: 2010
URL: http://purl.umn.edu/96181

An Operational Approach for Evaluating Investment Risk: An Application to the No-Till Transition
Provedor de dados: 31
Autores: Upadhyay,   Bharat Mani; Young,   Douglas L.
Roy's safety-first rule is used to provide measures popular with farmers of short and long term business risk associated with various no-till transition strategies over an investment horizon. The short run rule provided more sensitivity to inter-year financial risk than other commonly used criteria. Results revealed that speed of adoption influenced the probability of successful transition more than did the sequence of drill acquisition methods. Higher equity and larger farms had a greater chance of transition success. Slow acreage expansion with a custom or rental drill reduces risk until a no-till yield penalty is eliminated.
Tipo: Working or Discussion Paper
Palavras-chave: Investment risk; Monte Carlo simulation; No-till; Rent-purchase; Risk; Safety-first; Technology adoption; Transition strategy; Farm Management; Risk and Uncertainty.
Ano: 2005
URL: http://purl.umn.edu/12958

Simulation in inventory management
Provedor de dados: 31
Autores: Marcikic,   Aleksandra; Radovanov,   Boris.
In this paper inventory management is analyzed as an organic part of the supply chain managing process. In today’s competitive economic environment traditional inventory policies should be improved. Simulation models enable a priori managing and analyzing variety of possible results and implication of selected inventory policies. The model presented in this paper uses the Monte Carlo simulation method and variables taken as random, in order to depict a harmonization and integration of dynamic quantitative analysis and theoretical, qualitative concepts of inventory management.
Tipo: Journal Article
Palavras-chave: Monte Carlo simulation; Modeling; Inventory management; Supply chain management.; Research and Development/Tech Change/Emerging Technologies; C15; C63.
Ano: 2009
URL: http://purl.umn.edu/94592

Estimating State-Contingent Production Functions
Provedor de dados: 31
Autores: Rasmussen,   Svend; Karantininis,   Kostas.
The paper reviews the empirical problem of estimating state-contingent production functions. The major problem is that states of nature may not be registered and/or that the number of observation per state is low. Monte Carlo simulation is used to generate an artificial, uncertain production environment based on Cobb Douglas production functions with state-contingent parameters. The parameters are subsequently estimated based on different sizes of samples using Generalized Least Squares and Generalized Maximum Entropy and the results are compared. It is concluded that Maximum Entropy may be useful, but that further analysis is needed to evaluate the efficiency of this estimation method compared to traditional methods.
Tipo: Conference Paper or Presentation
Palavras-chave: Maximum entropy; State-contingent; Uncertainty; Production; Monte Carlo simulation; Production Economics; C13; C15; D80.
Ano: 2005
URL: http://purl.umn.edu/24529

Análise de risco do desempenho econômico de um sistema de recria de gado de corte em regime de pastejo rotacionado
Provedor de dados: 31
Autores: Simoes,   Andre Rozemberg Peixoto; Moura,   Altair Dias de.
The success of the agricultural systems is affected by several social, cultural and economical variables, which can restrict or nurture the development of the agribusiness. In this context, agricultural managers search for ways to improve production efficiency. This effort comprises the improvement of the managerial activities and decision making process. This research aimed to build a risk analysis framework, using different scenarios of economical analysis of an animal husbandry firm. The data used was collected from a rotational grazing system for beef cattle. The results suggest that the profitability of the system is low, and some of the risk scenarios presented negative profitability.
Tipo: Journal Article
Palavras-chave: Economical analysis; Beef cattle; Scenarios; Monte Carlo simulation; Risk analysis; Risk and Uncertainty.
Ano: 2006
URL: http://purl.umn.edu/55309

Milk Production Strategies for Farmers in the EU Under New Policy Regulations
Provedor de dados: 31
Autores: Fuchs,   Clemens.
The recent reform of the agricultural policy in the EU provides totally new frame conditions for farmers. Main components of the reform are the decoupling of direct payments and particular for dairy farmers the reduction of intervention prices for milk products such as butter and SMP. The objective of this analysis is to develop strategies for dairy farmers considering the initial situation of four typical farm sizes at different productivity levels, debt-to-equity ratios and risk attitudes. The uncertainty of the price development for milk itself as well as for milk quotas will be covered using Monte Carlo simulations. Due to decreasing intervention prices profitability of milk production is endangered in most dairy farms and the values of assets will...
Tipo: Conference Paper or Presentation
Palavras-chave: CAP-Reform; Milk production; Optimal investment strategies; Monte Carlo simulation; Agricultural and Food Policy; Livestock Production/Industries.
Ano: 2005
URL: http://purl.umn.edu/24230

IST EINE REDUZIERUNG DES PFLANZENSCHUTZMITTELEINSATZES IM FREILANDGEMÜSEBAU MÖGLICH? ERGEBNISSE EINES BIOÖKONOMISCHEN SIMULATIONSMODELLS
Provedor de dados: 31
Autores: Dirksmeyer,   Walter.
In field vegetable production pesticide a levels are very high although pest control technologies are known, which require much less pesticides than the commonly applied control technologies. A stochastic bio-economic simulation model is used to determine the net return derived from the application of different pest control technologies in carrot, leek and onion production. Following the concept of stochastic dominance efficient technologies can be identified. Results reveal that it is possible to reduce pesticide use levels in field vegetable production if alternative control technologies are applied. This is possible without losses in net return on farm level and without increasing risk of field vegetable production.    Der Einsatz von...
Tipo: Conference Paper or Presentation
Palavras-chave: Pflanzenschutz; Gemüsebau; Stochastische Simulation; Stochastische Dominanz; Pest control vegetable production; Bio-economic simulation; Monte Carlo simulation; Stochastic dominance; Farm Management.
Ano: 2007
URL: http://purl.umn.edu/7592

Risk assessment of finishing beef cattle in feedlot: slaughter weights and correlation amongst input variables
Provedor de dados: 96
Autores: Pacheco,Paulo Santana; Pascoal,Leonir Luiz; Restle,João; Vaz,Fabiano Nunes; Arboitte,Miguelangelo Ziegler; Vaz,Ricardo Zambarda; Santos,João Paulo Aquino; Oliveira,Thamyres Martino Liñares de.
The objective of this study was to evaluate the risk associated with finishing crossbred Charolais × Nellore steers in feedlot at different slaughter weights (425, 467 or 510 kg), considering or disregarding the correlation amongst random input variables. Data were collected from 2004 to 2010 and used in the simulation of the financial indicator Net Present Value (NPV). Animals slaughtered with 425, 467 or 510 kg were fed diets containing a roughage:concentrate ratio of 60:40 for 30, 65 and 94 days, respectively. In the simulation of NPV, a Latin Hypercube type of sampling was used, running 2000 interactions. An analysis of stochastic dominance of first and second orders was carried out as well as the Kolmogorov-Smirnov asymptotic test (to check for...
Tipo: Info:eu-repo/semantics/article
Palavras-chave: Investment analysis; Investment project; Non-parametric statistics; Production of young steers; Probabilistic analysis; Monte Carlo simulation.
Ano: 2014
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1516-35982014000200007

Risks associated with a double-cropping production system - a case study in southern Brazil
Provedor de dados: 63
Autores: Osaki,Mauro; Alves,Lucilio Rogerio Aparecido; Lima,Fabio Francisco; Ribeiro,Renato Garcia; Barros,Geraldo Sant'Ana de Camargo.
ABSTRACT: This study assessed the risk exposure of the production system of a typical farm in southern Brazil. Five possible production systems were analyzed, combining three crops (soybeans, corn seasons and wheat) in different crop-year combinations, for example: “Summer soybeans followed by corn” and “Autumn corn followed by winter wheat”. Five different production systems were created based on the intensity of land use for each of the crops. Primary data were collected from a typical farm in the producing region over eight seasons (2006/07 to 2013/14). The Monte Carlo simulation technique was used to evaluate negative Net Operating Revenue (NOR) risk. The results showed that the production system with soybean and first season corn had a higher NOR and...
Tipo: Info:eu-repo/semantics/article
Palavras-chave: Monte Carlo simulation; Risk analysis; Farm risk.
Ano: 2019
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-90162019001200130

Computer simulations for biological aging and sexual reproduction
Provedor de dados: 42
Autores: STAUFFER,DIETRICH; OLIVEIRA,PAULO M.C. DE; OLIVEIRA,SUZANA MOSS DE; PENNA,THADEU J.P.; MARTINS,JORGE S. SÁ.
The sexual version of the Penna model of biological aging, simulated since 1996, is compared here with alternative forms of reproduction as well as with models not involving aging. In particular we want to check how sexual forms of life could have evolved and won over earlier asexual forms hundreds of million years ago. This computer model is based on the mutation-accumulation theory of aging, using bits-strings to represent the genome. Its population dynamics is studied by Monte Carlo methods.
Tipo: Info:eu-repo/semantics/article
Palavras-chave: Parthenogenesis; Genome; Menopause; Testosterone; Monte Carlo simulation.
Ano: 2001
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652001000100003

Use of the correlation between input variables in estimating the risk of feedlot finishing of steers and young steers
Provedor de dados: 42
Autores: PACHECO,PAULO S.; RESTLE,JOÃO; PASCOAL,LEONIR L.; VAZ,FABIANO N.; VAZ,RICARDO Z.; VALENÇA,KAROLINE G.; OLEGARIO,JANAINE L.
The objective of this study was to evaluate the risk of feedlot finishing of steers (22.8 months) and young steers (15.2 months), using or not a correlation between the random input variables (data collected from 2004 to 2010) in the simulation of the Net Present Value (NPV) financial indicator. The animals were fed a diet containing roughage:concentrate ratio of 60:40 for 34 and 143 days, respectively, until they had reached a predetermined slaughter weight of 430 kg. For the NPV simulation, Latin Hypercube sampling was used, with 2000 interactions. The stochastic dominance analysis, test of differences between pairs of curves of cumulative distributions and sensitivity analysis were carried out. The NPV simulation using the correlation resulted in the...
Tipo: Info:eu-repo/semantics/article
Palavras-chave: Investment analysis; Investment projects; Monte Carlo simulation; Nonparametric statistics; Probabilistic analysis; Production of young bulls.
Ano: 2014
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652014000200945

General results for the Marshall and Olkin's family of distributions
Provedor de dados: 42
Autores: BARRETO-SOUZA,WAGNER; LEMONTE,ARTUR J.; CORDEIRO,GAUSS M.
Abstract Marshall and Olkin (1997) introduced an interesting method of adding a parameter to a well-established distribution. However, they did not investigate general mathematical properties of their family of distributions. We provide for this family of distributions general expansions for the density function, explicit expressions for the moments and moments of the order statistics. Several especial models are investigated. We discuss estimation of the model parameters. An application to a real data set is presented for illustrative purposes.
Tipo: Info:eu-repo/semantics/article
Palavras-chave: Marshall-Olkin extended distribution; Maximum likelihood estimation; Monte Carlo simulation; Rényi entropy.
Ano: 2013
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652013000100003

Thyroid cell irradiation by radioiodines: a new Monte Carlo electron track-structure code
Provedor de dados: 52
Autores: Champion,Christophe; Elbast,Mouhamad; Wu,Ting-Di; Colas-Linhart,Nicole.
The most significant impact of the Chernobyl accident is the increased incidence of thyroid cancer among children who were exposed to short-lived radioiodines and 131-iodine. In order to accurately estimate the radiation dose provided by these radioiodines, it is necessary to know where iodine is incorporated. To do that, the distribution at the cellular level of newly organified iodine in the immature rat thyroid was performed using secondary ion mass microscopy (NanoSIMS50). Actual dosimetric models take only into account the averaged energy and range of beta particles of the radio-elements and may, therefore, imperfectly describe the real distribution of dose deposit at the microscopic level around the point sources. Our approach is radically different...
Tipo: Info:eu-repo/semantics/article
Palavras-chave: Thyroid; Iodine radioisotopes; Monte Carlo simulation; Cellular dosimetry.
Ano: 2007
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1516-89132007000600017

Measurement uncertainty of dissolution test of acetaminophen immediate release tablets using Monte Carlo simulations
Provedor de dados: 60
Autores: Romero,Daniel Cancelli; Lourenço,Felipe Rebello.
ABSTRACT Analytical results are widely used to assess batch-by-batch conformity, pharmaceutical equivalence, as well as in the development of drug products. Despite this, few papers describing the measurement uncertainty estimation associated with these results were found in the literature. Here, we described a simple procedure used for estimating measurement uncertainty associated with the dissolution test of acetaminophen tablets. A fractionate factorial design was used to define a mathematical model that explains the amount of acetaminophen dissolved (%) as a function of time of dissolution (from 20 to 40 minutes), volume of dissolution media (from 800 to 1000 mL), pH of dissolution media (from 2.0 to 6.8), and rotation speed (from 40 to 60 rpm). Using...
Tipo: Info:eu-repo/semantics/article
Palavras-chave: Acetaminophen tablets/dissolution test/measurement uncertainty; Monte Carlo simulation.
Ano: 2017
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1984-82502017000300613

Estimating the bioenergy potential of Pinus radiata plantations in Chile
Provedor de dados: 118
Autores: Acuña,Eduardo; Espinosa,Miguel; Cancino,Jorge; Rubilar,Rafael; Muñoz,Fernando.
The bioenergy potential for electricity and ethanol production of Pinus radiata D. Don plantations in Chile was modeled, on a regional basis, using radiata pine plantations areas by age class. Wood basic density equations based on age and growing region, wood moisture content variability, and the effciency of a hypothetical power plant were used to estimate the amount of electricity produced by biomass at harvesting age including logging residues. Bioethanol yield was estimated at 275 L t-1 of dry biomass. The uncertainty of the bioenergy production were analyzed using probabilistic distribution functions and an estimate of 1.83 million ha-1 of radiata pine plantations by year 2030. Parameters considered for the uncertainty analyses included the rotation...
Tipo: Journal article
Palavras-chave: Bioenergy; Bioethanol; Biomass; Radiata pine; Logging residues; Monte Carlo simulation.
Ano: 2010
URL: http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-16202010000100009

Financial and risk analysis of African mahogany plantations in Brazil
Provedor de dados: 64
Autores: Ribeiro,Andressa; Silva,Carolina Souza Jarochinski e; Ferraz Filho,Antonio Carlos; Scolforo,José Roberto Soares.
ABSTRACT Wood demand is increasing in quality and quantity, and economic studies are fundamental to analyze the feasibility of forest projects. These researches are in line with management and silvicultural studies, highlighting growth and yield modeling. This paper proposes an economic evaluation of implementation of African mahogany stands in Brazil under different perspectives of forest management. Data are from plantations ranging from 1.1 to 15 years old in different Brazilian regions. Financial analysis was undertaken using Net Present Value (NPV), Internal Rate of Return (IRR) and Equal Annual Equivalent (EAE) for a 20-year period considering three thinning management regimes (A - unthinned, B - one thinning at age 10 years remaining 150 trees ha-1...
Tipo: Info:eu-repo/semantics/article
Palavras-chave: Forest investment; Monte Carlo simulation; Financial risk.
Ano: 2018
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-70542018000200148