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Registros recuperados: 37
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Pruebas de bondad de ajuste de bootstrap para la distribución log-gamma generalizada. Colegio de Postgraduados
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
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Prueba de bondad de ajuste para la distribución poisson basada en el índice de dispersión de fisher. Colegio de Postgraduados
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
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Pruebas para la distribución exponencial con dos parámetros. Colegio de Postgraduados
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
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Pruebas de bondad de ajuste de bootstrap para la distribución log-gamma generalizada. Colegio de Postgraduados
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
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Monte-Carlo based channel characterization for underwater optical communication ArchiMer
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
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Simulation-based management strategy evaluation: ignorance disguised as mathematics? ArchiMer
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
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3-D slope stability analysis: A probability approach applied to the nice slope (SE France) ArchiMer
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
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Scale Accuracy Evaluation of Image-Based 3D Reconstruction Strategies Using Laser Photogrammetry ArchiMer
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
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Weather risk and machinery costs – A Monte Carlo simulation for the wheat harvest AgEcon
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
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The Value of Bt Corn in Southwest Kansas: A Monte Carlo Simulation Approach AgEcon
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
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CUSTO DE PRODUÇÃO DO ABACAXI ‘PÉROLA’ IRRIGADO EM CONDIÇÕES DE RISCO, NO ESTADO DA BAHIA. AgEcon
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
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The Planting Real Option in Cash Rent Valuation AgEcon
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
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Web Delivery of a Monte Carlo Simulation Model: The Base and Yield Analyzer Experience AgEcon
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
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Policies for the regulation of coexistence between GM and conventional crops AgEcon
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
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Assisting Whole-Farm Decision-Making Through Stochastic Budgeting AgEcon
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
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How Market Power Changes in Monopoly: Using Lau’s Hessian Identities AgEcon
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
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The Expected Value of Sample Information Analysis for Nonpoint Water Quality Management AgEcon
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
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Stochastic Viability of Second Generation Biofuel Chains: Micro-economic Spatial Modeling in France AgEcon
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
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The Economics Of Growing And Delivering Cellulosic Feedstocks In The Beaumont, Texas Area AgEcon
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
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An integrated simulation model to evaluate national policies for the abatement of agricultural nutrients in the Baltic Sea AgEcon
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
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