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Weighted Average Assumptions of Black-Scholes Option-Pricing Model (Detail) (USD $)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk-free interest rate	0.64%	1.87%	2.18%
Expected volatility	53.13%	49.94%	51.75%
Expected life (in years)	4 years	4 years 8 months 5 days	4 years 8 months 19 days
Dividend yield	1.04%	1.38%	1.25%
Weighted-average estimated fair value of options granted during the year	$ 13.96	$ 16.90	$ 18.56

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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