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Black-Scholes-Merton Option Pricing Model (Detail)	12 Months Ended
Black-Scholes-Merton Option Pricing Model (Detail)	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected volatility	39.71%	36.69%	35.61%
Risk-free interest rate	1.18%	2.54%	2.75%
Expected life (years)	6 years 3 months	6 years 3 months	6 years 3 months
Expected dividend yield	5.06%	4.57%	4.19%

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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