the physics aspects of intensity modulated radiation therapy for lung cancers

RADAR CROSS SECTION (RCS)

RADAR CROSS SECTION (RCS)

... reflectivity) The next highest RCS area is the nose/tail area, largely because of reflections off the engines or propellers Most self-protection jammers cover a field of view of +/- 60 degrees about the ... tangential to a smooth surface and follow the "shadow" region of the body They occur when the circumference of the sphere - and typically add about m2 to the RCS at certain frequencies 4-11.4 10 ... rotated about their vertical axes (the arrows indicate the direction of the radar reflections) RELATIVE MAGNITUDE (dBsm) 360E Pattern ± 90E Pattern ± 60E Pattern The sphere is essentially the same...

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GEOMETRIC PROPERTIES OF CROSS SECTION

GEOMETRIC PROPERTIES OF CROSS SECTION

... denote the position of the centroid of the plane lamina of Figure 8.2 At the centroid the moment of area is zero, so that the following equations apply Z x dA = Z y d A = dA = elemental area of the ... of dA from G y where = (8.1) vertical distance of dA from G Centroidal axes 8.3 These are the axes that pass through the centroid Second moment of area (I) 8.4 The second moments of area of the ... parallel h = the perpendicular distance between the x-x and X-X axes I , = the second moment of area about x-x In = the second moment of area about X-X The importance of the parallel axes theorem...

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Báo cáo hóa học: " Research Article Estimation of Radar Cross Section of a Target under Track" potx

Báo cáo hóa học: " Research Article Estimation of Radar Cross Section of a Target under Track" potx

... denotes the length of the sliding window and it is the sum of the number of detections (N), and the number of misses (M) in the window Note that the function (14) corresponds to an average of the ... that the window size of ML(W = w) is fixed to w regardless of the number of detections in the window On the contrary, the window size of ML(N = n) can change to retain n detections in the window The ... large In these cases, the sequence {σ (l) } of (14) satisfies the sufficient conditions (in Theorem of [9]) for convergence to a ML estimate In the event that the mapping (14) fails to satisfy the inequality...

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Báo cáo hóa học: " Electronic States and Light Absorption in a Cylindrical Quantum Dot Having Thin Falciform Cross Section" pptx

Báo cáo hóa học: " Electronic States and Light Absorption in a Cylindrical Quantum Dot Having Thin Falciform Cross Section" pptx

... fact that the Taylor expansion of potential (17) for small values of the x-coordinate is parabolic as it is the case for (12) also On the other hand, at higher values of the ¨ x-coordinate the discrepancy ... effective h Bohr radius of electron, me, the effective mass of electron, and j, the dielectric constant of the medium We seek the wave function of the problem in the following form: Wðx; y; zÞ ¼ uðxÞf ... Thus the effect of QD walls is stronger in the first case than in the second Figure illustrates the dependence of first three energy levels of a CC on the height L1 of the small segment in the ¨...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Overview pps

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Overview pps

... construction can improve on asymptotic analysis Volume of the Handbook of Econometrics and Volume 11 of the Handbook of Statistics contain nice surveys of these topics (Hajivassilou and Ruud, 1994; Hall, ... conditions for example, the existence of moments needed to ensure that the central limit theorem holds—are not discussed explicitly, as these have little bearing on applied work This approach makes the ... improve performance, but such considerations almost always come after a large-sample analysis and are often done on a case-bycase basis The book contains proofs or outlines the proofs of many assertions,...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 1 pot

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 1 pot

... regardless of how they are related to the xi Assuming that the population mean of the error is zero is without loss of generality when an intercept is included in the model Thus, the statement ‘ The ... important for this discussion—denotes a set of control variables that we would like to explicitly hold fixed when studying the e¤ect of w on the expected value of y The reason we control for these ... is score on the scholastic aptitude test, and priGPA is grade point average at the beginning of the term We can reasonably collect data on all of these variables for a large group of students...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 2 pdf

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 2 pdf

... function of w, say x ¼ fðwÞ (The vector x could simply be a subset of w.) This statement implies that if we know the outcome of w, then we know the outcome of x The most general statement of the LIE ... properties that are consequences of the randomness of mðxÞ Some of the statements we make are proven in the appendix, but general proofs of other assertions require measure-theoretic probabability You ... denotes the expectation with respect to the distribution of w Before we verify equation (2.35) for the special case of continuous, scalar q, we must understand its usefulness The point is that the...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 3 ppt

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 3 ppt

... is the square root of the appropriate diagonal ele^N ment of V =N The asymptotic standard errors can be loosely thought of as estimating ^ the standard deviations of the elements of yN , and they ... consistent estimator of y Because there are other notions of convergence, in the theoretical literature condition (3.2) is often referred to as weak consistency This is the only kind of consistency ... Properties of Estimators ^ definition 3.8: Let fyN : N ¼ 1; 2; g be a sequence of estimators of the P Â vector y A Y, where N indexes the sample size If ^ p yN ! y ð3:2Þ ^ for any value of y, then...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 4 ppt

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 4 ppt

... (Consistency of OLS): Under Assumptions OLS.1 and OLS.2, the ^ OLS estimator b obtained from a random sample following the population model (4.5) is consistent for b The simplicity of the proof of Theorem ... in the latter case, often the mismeasured explanatory variable is the one whose e¤ect is of primary interest In the proxy variable case, we cannot estimate the e¤ect of the omitted variable Before ... error form of the model in equation (4.1) is useful for presenting a unified treatment of the statistical properties of various econometric procedures Nevertheless, the steps one uses for getting...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 5 doc

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 5 doc

... denotes the fitted values from the regression xK on z ð5:42Þ ^ Therefore, SSTK is the same as the explained sum of squares from the regression (5.42) If xK is only weakly related to the IVs, then the ... 2; ; K, then the reduced form of q1 depends only on q2 [Hint: Use the fact that the reduced form of q1 is the linear projection of q1 onto ð1; x1 ; x2 ; ; xK ; q2 Þ and find the coe‰cient ... terms of y and the other elements of b Then, substitute into the equation of interest so that y appears ^ directly, and estimate the resulting equation by 2SLS to get the standard error of y See...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 6 ppt

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 6 ppt

... instruments The tools needed to make the proof rigorous are introduced in Chapter 12, but the key components of the proof can be given here in the context of the linear model Write the model as ... blackÁnearc4, and save the residuals v 22 By the way, the fact that the dependent variable in the second reduced form regression, blackÁeduc, is zero for a large fraction of the sample has no bearing ... the null hypothesis, then our logic for choosing the IVs must be reexamined If we fail to reject the null, then we can have some confidence in the overall set of instruments used Of course, it...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 7 pot

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 7 pot

... across the United States face possibly di¤erent prices for these inputs: let piK denote the price of capital to firm i, piL be the price of labor for firm i, and siM denote the price of materials for ... rank two Therefore, we can drop one of the equations—say, the equation for materials—and analyze the equations for labor and capital We can express the restrictions on the gammas in these first ... b À bÞð b À bÞ Xi0 ð7:39Þ Therefore, it su‰ces to show that the averages of the last three terms converge in PN probability to zero Write the average of the vec of the first term as N À1 i¼1 ðXi...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 8 pdf

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 8 pdf

... no di¤erence whether the first-stage u ^ residuals ^i are used in place of ^ i The square roots of diagonal elements of this u u matrix are the asymptotic standard errors of the optimal GMM estimator ... conditions, while the traditional 3SLS estimator is not See Problem 8.6 for the G ¼ case Why, then, does equation (8.42) usually appear as the definition of the 3SLS estimator? The reason is that the 3SLS ... the system as long as these two assumptions hold On the other hand, the system-based 3SLS and minimum chi-square estimators of b are generally inconsistent unless Eðzg ug Þ ¼ for all g Therefore,...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 9 doc

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 9 doc

... assumption (9.17), the first column of R1 B is the zero vector Therefore, R1 B cannot have rank larger than G À What we must check is whether the columns of R1 B other than the first form a linearly ... ð9:20Þ where J1 is the row dimension of R1 Equation (9.20) is the general form of the order condition We can summarize the steps for checking whether the first equation in the system is identified ... reduced forms.) Then the 2SLS estimator of the first equation is the same as the 3SLS estimator This result follows as a special case of Schmidt (1976, Theorem 5.2.13) 9.3.3 Estimating the Reduced Form...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 10 pdf

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 10 pdf

... normality of the uit ), we can test the equality of the ci using a standard F test for T of any size [The degrees of freedom are N À and NðT À 1Þ À K.] Unfortunately, the properties of this test ... s t This correlation is also the ratio of the variance of ci to the variance of the composite error, and it is useful as a measure of the relative importance of the unobserved e¤ect ci Assumptions ... this matrix is necessarily the same for all i because of the random sampling assumption in the cross section For consistency of GLS, we need the usual rank condition for GLS: assumption RE.2:...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 11 pot

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 11 pot

... estimate the e¤ect of Lojack electronic theft prevention devices on city car-theft rates The FE transformation precludes the use of lagged values of wit among the instruments, for essentially the ... 329 the case of sibling data, which are often used in the social sciences in order to control for the e¤ect of unobserved family background variables For each family i in the population, there ... overcrowding litigation in the current year and one for whether a final decision was reached in the previous two years The 2SLS estimate of b is À1:032 (se ¼ :370) Therefore, the 2SLS estimated e¤ect...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 12 doc

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 12 doc

... definiteness of the Hessian A convenient stopping rule for the BHHH method is obtained as in expression (12.82), but with the sum of the outer products of the score replacing the sum of the Hessians ... each) Then, regression onto xi m r r ~r ~r (12.75) is simply on ui~i1 , ui~i2 The number of regressors in the final regression of the robust test is always the same as the degrees of freedom of the ... simplifies the simulations because we not need to vary the distribution of xi along with the distribution of interest, the distribution of yi given xi ^ If we fix the xi at the beginning of the simulations,...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 13 pdf

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 13 pdf

... ð13:50Þ i¼1 t¼1 The validity of the second of these follows from a standard iterated expectations argument, and the last of these follows from the conditional information matrix equality for each t ... distribution of the vector yi given some set of conditioning variables In other words, even though ft ðyt j x t ; yo Þ is the correct density for yit given x it for each t, the product of these is ... lit ðy Þ There are several important features of these formulas First, the matrix A o is just the sum across t of minus the expected Hessian Second, the matrix Bo generally depends on the correlation...

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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 14 pptx

Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 14 pptx

... with L À P degrees of freedom under the conditions of Theorem 14.2 Therefore, the value of the objective function (properly standardized by the sample size) can be used as a test of any overidentifying ... than the conditional MLE This e‰ciency comes at the price of having to model the joint density of ðy; xÞ, rather than just the conditional density of y given x And, if our model for the density of ... discussed this form of the Hausman test for comparing 2SLS and OLS to test whether the explanatory variables are exogenous.) If assumptions (14.55) and (14.56) not hold, this standard form of the Hausman...

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