3,693 research outputs found

    Scale Factor Self-Dual Cosmological Models

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    We implement a conformal time scale factor duality for Friedmann-Robertson-Walker cosmological models, which is consistent with the weak energy condition. The requirement for self-duality determines the equations of state for a broad class of barotropic fluids. We study the example of a universe filled with two interacting fluids, presenting an accelerated and a decelerated period, with manifest UV/IR duality. The associated self-dual scalar field interaction turns out to coincide with the "radiation-like" modified Chaplygin gas models. We present an equivalent realization of them as gauged K\"ahler sigma models (minimally coupled to gravity) with very specific and interrelated K\"ahler- and super-potentials. Their applications in the description of hilltop inflation and also as quintessence models for the late universe are discussed.Comment: v3, improved and extended version to be published in JHEP; new results added to sect.2; 4 figures; 17pg

    Survey of junior high school music in Massachusetts.

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    Thesis (M.M.E.)--Boston Universit

    Approximate Bayesian Confidence Intervals For The Variance Of A Gaussian Distribution

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    The aim of the present study is to obtain and compare confidence intervals for the variance of a Gaussian distribution. Considering respectively the square error and the Higgins-Tsokos loss functions, approximate Bayesian confidence intervals for the variance of a normal population are derived. Using normal data and SAS software, the obtained approximate Bayesian confidence intervals will then be compared to the ones obtained with the well known classical method. The Bayesian approach relies only on the observations. It is shown that the proposed approximate Bayesian approach relies only on the observations. The classical method, that uses the Chi-square statistic, does not always yield the best confidence intervals

    A New Approximate Bayesian Approach for Decision Making About the Variance of a Gaussian Distribution Versus the Classical Approach

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    Rules of decision-making about the variance of a Gaussian distribution are obtained and compared. Considering the square error loss function, an approximate Bayesian decision rule for the variance of a normal population is derived. Using normal data and SAS software, the obtained approximate Bayesian test results were compared to their counterparts obtained with the well-known classical decision rule. It is shown that the proposed approximate Bayesian decision rule relies only on observations. The classical decision rule, which uses the Chi-square statistic, does not always yield the best results: the proposed approach often performs better
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