Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models using Scale Mixtures of Normal Distributions.

A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined include the normal, student-t, slash and the variance gamma distributions. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo (MCMC) algorithm is introduced for parameter estimation. Moreover, the mixing parameters obtained as a by-product of the scale mixture representation can be used to identify outliers. The methods developed are applied to analyze daily stock returns data on S&P500 index. Bayesian model selection criteria as well as out-of- sample forecasting results reveal that the SV models based on heavy-tailed SMN distributions provide significant improvement in model fit as well as prediction to the S&P500 index data over the usual normal model.

Assessment of total mercury levels in Clarias gariepinus from the Sagua la Grande River, Cuba.

Total mercury levels (Thg) were quantified in Clarias gariepinus captured from the Sagua la Grande River (Cuba) in the vicinity of an active chlor-alkali plant, and relationships among place of capture; fish size, weight, and sex; and THg levels were assessed. THg levels ranged from 67 to 375 ng/g ww in collected fish, never exceeding the Cuban recommended maximum limit for fish consumption of 500 ng/g ww. No significant correlation was observed between mercury levels and fish allometric characteristics (p < 0.05); however, levels were significantly higher in fish captured below the chlor-alkali facility, suggesting a connection between mercury bioaccumulation and plant discharges.

[Severity scores underestimate the seriousness of acute renal failure after emergency surgery]. / Les scores de gravité sous-estiment la sévérité de l'insuffisance rénale aiguë après chirurgie en urgence.

OBJECTIVES: The predictive value of APACHE II and SAPS severity scores were evaluated in a group of patients with acute renal failure admitted in ICU after emergency surgery. The criteria of poor prognosis identified in the 24 hours following admission were also evaluated. STUDY DESIGN: Open prospective study. PATIENTS AND METHODS: During 22 months, we included every patient admitted in ICU after emergency surgery with a serum creatinine concentration > or = 130 mumol.L-1. Clinical and biological parameters were collected in the first 24 hours following admission and the severity scores were calculated. Prediction of hospital outcome, based on APACHE II score, was calculated. The standard mortality ratio (observed mortality/predicted mortality) was calculated. Accuracy of SAPS and APACHE II score was compared using ROC curves and comparison of the areas under the curves. RESULTS: Death in ICU occurred in 44% of the patients while hospital mortality was 51%. The standard mortality ratio for APACHE II score was 1.35. The areas under the curves for SAPS and APACHE II scores were not statistically different. The criteria of poor prognosis, identified in the first 24 hours following admission, were cardiovascular failure, oliguria and sepsis. CONCLUSION: Conventional severity scores are inaccurate for prediction of mortality in patients with acute renal failure following emergency surgery.

[Ethnic predisposition of the severity of HELLP syndrome. Retrospective study of 12 cases including 5 during post-partum]. / Prédisposition ethnique de la sévérité du HELLP syndrome. Etude rétrospective de 12 cas dont 5 survenus en post-partum.

HELLP syndrome is characterized by association of haemolysis (H), elevated liver enzymes (EL), and low platelets (LP). From 1989 to 1991, we studied retrospectively 12 cases of HELLP syndrome cases that occurred during the third trimester for 7 cases and during post-partum for 5 cases. 83% of patients (10/12) were black people (African or Creole). The most frequent sign of HELLP syndrome during pre- and post-partum was epigastric or dorsal pain, present in 91% of the cases (11/12) and in all cases of preeclampsia. Aggressive treatment was always performed, leading to 12 births: 7 of the 12 children were hypotrophic for gestational age. There were no maternal or neonatal deaths. Post-partum HELLP syndrome occurred 28.8 hours (mean) after delivery. Whether HELLP syndrome occurred during pre- or post-partum, laboratory findings returned to normal levels after equivalent delays: platelets 57 hours, ASAT 68 hours and ALAT 65 hours.

[Mentally deficient patients and infection caused by hepatitis B virus. Prevalence in our area]. / Los deficientes mentales y la infección por el virus de la hepatitis B. Prevalencia en nuestro medio.

To assess the prevalence of hepatitis B virus (HBV) infection in medium level mentally impaired patients (MIP), 620 MIP were evaluated; 181 of them had Down's syndrome and were active inmated of open institutions. At the time of the study, 28.7% had some positive serum marker of HBV infection, and 5.8% were virus carriers. The highest rate of seropositive individuals (48%) was found in male MIP with Down's syndrome. The rate of seropositive individuals was higher among those MIP who had attended special education centers than in those who had not. The tendency to remain as HBV carrier was higher in males with Down's syndrome. Our results confirm the need for prophylaxis in this population.

Pharmacokinetics of midazolam used as an intravenous induction agent for patients over 80 years of age.

The pharmacokinetic profile of 0.2 mg kg-1 midazolam given i.v., for induction of anaesthesia, was compared in young subjects and in those who were over 80 years of age. Thirty-five patients were allocated into four groups according to their sex and age. Plasma samples were drawn before midazolam injection and at regular intervals over 24 h following injection. Plasma midazolam concentrations were measured by electron capture gas-liquid chromatography. Equilibrium dialysis was used to assess the plasma protein binding of midazolam. Distribution volume (Vdss) was significantly increased in elderly subjects when compared to young subjects of the same sex (young vs. elderly males, Vdss = 1.22 +/- 0.31 l kg-1 and 2.47 +/- 0.98 l kg-1 respectively; and young vs. elderly females, Vdss = 0.91 +/- 0.29 l kg-1 and 1.70 +/- 0.78 l kg-1 respectively). Total body clearance was significantly reduced in elderly males compared with young males (5.60 +/- 1.77 ml min-1 kg-1 vs. 8.10 +/- 3.58 ml min-1 kg-1). No significant difference in clearance was found between young and elderly females (6.08 +/- 2.04 ml min-1 kg-1 vs. 9.14 +/- 3.36 ml min-1 kg-1). As a consequence, elimination half-life (T1/2E) was significantly prolonged in elderly compared to young males (8.52 +/- 5.4 h vs. 2.77 +/- 0.80 h). In contrast, T1/2E was unchanged in elderly compared to young females (2.99 +/- 0.86 h vs. 2.86 +/- 1.04 h). Midazolam plasma protein binding was not influenced by age and sex.

Genetic Coadaptation in the Chromosomal Polymorphism of DROSOPHILA SUBOBSCURA. I. Seasonal Changes of Gametic Disequilibrium in a Natural Population.

Seasonal changes in gene arrangement and allozyme frequencies have been investigated in Drosophila subobscura for several years. Some arrangements (O(st) and O(3+4+7)) show seasonal variation, which suggests that chromosomal polymorphism is flexible in this species. Seasonal changes in allozyme frequencies for Lap and Pept-1 loci, both located within the same inversions of chromosome O, are significant only inside the O(st) arrangement, but not inside O(3+4) arrangement. This arrangement-dependent response of allozyme generates variation in arrangement-allozyme disequilibrium. The historical hypothesis on the maintenance of disequilibria cannot explain these seasonal changes, and some kind of natural selection must be invoked. Association between Lap and Pept-1 is also seasonal inside O(st) but not inside O(3+4). We propose that O(st) probably consists of a finite array of supergenes that are differentially favored in each season by natural selection. The present evidence on this supergene selection and other genetic, biogeographic and phylogenetic data points to O(3+4) as the most primitive gene order among the present arrangements.