Brillouin scattering experiments are carried out to study the surface acoustic waves in Nd0.5Sr0.5MnO3 as a function of temperature in the range of 40–300 K covering the metal-insulator and charge-ordering phase transitions. The surface modes include surface Rayleigh wave, pseudo-surface acoustic wave (PSAW) and high velocity PSAW. The observed softening of the sound velocities for the surface ...

Although mass spectrometry has been studied extensively in the past 50 years for analysis of petroleum and other fossil fuels, comprehensive characterization of total petroleum composition across a wide boiling range remains a challenge. In this work, we report our efforts in combining GC separation, field Ionization, and time-of-flight high-resolution mass spectrometry (GC-FI-TOF HRMS) for det...

Exchange rates typically exhibit time-varying patterns in both means and variances. The histograms of such series indicate heavy tails. In this paper we construct models which enable a decision-maker to analyze the implications of such time series patterns for currency risk management. Our approach is Bayesian where extensive use is made of Markov chain Monte Carlo methods. The e ects of severa...

It is well known that in misspecified parametric models, the maximum likelihood estimator (MLE) is consistent for the pseudo-true value and has an asymptotically normal sampling distribution with "sandwich" covariance matrix. Also, posteriors are asymptotically centered at the MLE, normal and of asymptotic variance that is in general different than the sandwich matrix. It is shown that due to t...

From high-precision Brillouin spectroscopy measurements, six elastic constants (C11, C33, C44, C66, C12, and C14) of a flux-grown GeO2 single crystal with the α-quartz-like structure are obtained in the 298-1273 K temperature range. High-temperature powder X-ray diffraction data is collected to determine the temperature dependence of the lattice parameters and the volume thermal expansion coeff...

Minimax regret is an exact method for deriving a recommendation based on a small sample. It can incorporate costs in its measurement of opportunity loss (regret) in terms of not making the best choice. In this paper we present the methodolgy and implement it in four examples from di¤erent …elds: medicine, development policy, experimental game theory and macro economics. We focus on the comparis...

The probability approach to uncertainty and modeling is applied to default probability estimation. This issue has attracted attention as banks contemplate the requirements of Basel II’s IRB rules. Nicholas M. Kiefer proposes the fomal introduction of expert information into quantitative analysis. An application treating the incorporation of expert information on the default probability is consi...

A bacteriological follow-up of 16 lepromatous patients with a high initial Bacteriological Index (BI) showed that in 8 randomly selected patients who received single doses of ICRC Vaccine (C44) at the onset of multidrug therapy, the average reduction of BI was from 4.4+ to 1+ in 2 years--3 of these patients became negative and 3 showed BI 1+ or less. Comparable bacteriological assessments in 8 ...

In this paper, we explore the loss data collection exercise for operational risk in Chinese commercial banks from 1999 to first half of 2006. Firstly, the above data are bootstrapped to analyze the capital allocation for a medium-scaled commercial bank in China. Secondly, for every selected cell, we calibrate two truncated distributions to fit the loss severity, one for ‘normal’ losses and the ...

This paper studies covert (or hidden) information acquisition in common value Bayesian games of strategic complementarities. Using the supermodular stochastic order to arrange the structures of information increasingly in terms of preferences, we provide novel, easily interpretable conditions under which the value of information is globally convex, and study the implications in terms of the equ...