X ′Xθ = X ′Y. Here, X ′X is called the “information matrix” of θ and var(θ̂) = σ(X ′X)−1 (provided Rank(X) = t). Let l′θ be an estimable linear parametric function. Then var(l′θ̂) = σ2l′(X ′X)−l. We choose a design d, with design matrix Xd, whose information matrix X ′ dXd is “large” (equivalently, (X ′ dXd) − is “small”) in some sense. Now, suppose we are interested in a component θ1 of θ. We write

A field study was carried out to evaluate the mosquito repellent action of Cymbopogan martinii martinii Stapf var sofia oil in tribal village of Car Nicobar Island. Results revealed that application of 1 ml of the oil provided 98.7% protection in indoor and 96.52% in outdoor conditions during 12 h period of observation from the bites of An. sundaicus. Cymbopogan martinii martinii Stapf var sofi...

The grass Ammophila breviligulata (American beachgrass) is known to host an endophyte of the genus Epichloë. Based on morphological characteristics it was originally identified as Acremonium typhinum var. ammophilae and is currently designated as Epichloë typhina var. ammophilae. However, the Epichloë species has not previously been identified based on DNA sequence data. Based on phylogenetic p...

Given a finite set of m scenarios, computing a portfolio with the minimium Value-at-Risk (VaR) is computationally difficult: the portfolio VaR function is non-convex, non-smooth, and has many local minima. Instead of formulating an n-asset optimal VaR portfolio problem as minimizing a loss quantile function to determine the asset holding vector R, we consider it as a minimization problem in an ...

The Plasmodium falciparum variant erythrocyte surface antigens known as PfEMP1, encoded by the var gene family, are thought to play a crucial role in malaria pathogenesis because they mediate adhesion to host cells and immuno-modulation. Var genes have been divided into three major groups (A, B and C) and two intermediate groups (B/A and B/C) on the basis of their genomic location and upstream ...

Simple and easy uncertainty estimation method is proposed. Provided that specification or simple experimental result is available, possible variance and covariance in error are estimated and Monte-Carlo simulation reflecting constraint caused by the covariance can be performed. Comparison between uncertainties obtained by the proposed method and that by actual measurements on real CMM shows goo...

Extreme price movements in the financial markets are rare, but important. The stock market crash on Wall Street in October 1987 and other big financial crises such as the Long Term Capital Management and the bankruptcy of Lehman Brothers have attracted a great deal of attention among investors, practitioners and researchers. The recent worldwide financial crisis characterized by the substantial...

Model Vector Autoregressive (VAR) merupakan salah satu pemodelan dalam statistika yang dapat digunakan untuk data multivariat time series biasa ditemukan bidang keuangan, manajemen, bisnis dan ekonomi. VAR menganalisis secara simultan mendapatkan kesimpulan tepat menjelaskan perilaku hubungan antar variabel endogeneous maupun endegeneous eksogeneous dinamis. Selain itu model juga mengenai selai...

ADC • ADC is the reference algorithm to solve CSP by complete inference • ADC is a specialization of bucket elimination, a more general algorithm used in optimization • The time and space complexity of ADC are exponential on the problem induced width w∗. • ADC follows a Dynamic Programming schema and computes all solutions • Two basic operations: • Join. c 1 r is a new constraint with scope var...

In this paper, following the generalization of Delta Normal VaR to Delta Mixture Elliptic VaR in Sadefo-Kamdem [3], we give and explicit formula to estimate linear VaR and ES when the risk factors changes with the mixture of t-Student distributions. In particular, we give rise to Delta-Mixture-Student VaR and the Delta-Mixture-Elliptic ES.