Showing papers on "Literature survey published in 1981"

Performance Hypothesis Testing with the Sharpe and Treynor Measures

Abstract: Asymptotic distributions of the estimators of the Sharpe and Treynor performance measures are derived. Multivariate performance comparison measures, based on the traditional Sharpe and Treynor measures, are developed with their corresponding asymptotic distributions. The behavior of these new performance measures are evaluated in small samples. For single comparisons, a Sharpe z statistic is well behaved and for multiple comparisons a Sharpe chi-square statistic is reasonably well behaved. The powers of the tests are quite sensitive to the population coefficients of variation. Multivariate test statistics based upon the Treynor measure were not very satisfactory. THIS STUDY DEVELOPS SIGNIFICANCE tests of portfolio performance utilizing the Sharpe and Treynor measures. The approximate bias and asymptotic distributions of the estimators of the traditional Sharpe and Treynor performance measures are derived. Multivariate performance comparison measures based on these traditional measures are proposed for comparing the performance of n portfolios. The approximate bias and asymptotic distributions of the multivariate comparison measures are then derived and test statistics proposed. The behavior and usefulness of the statistics for hypothesis testing are evaluated in small samples with simulation experiments. We find that for single comparisons a z statistic based on Sharpe's measure is well behaved at small sample sizes although its power in detecting typical differences with monthly data is small. The z statistic, based on the Treynor measure, is not well behaved in small samples and also lacks power. For multiple comparisons a chi-square statistic, obtained from the Sharpe measures, is reasonably well behaved at small samples and its power increases as the number of portfolios increases and/or the coefficients of variation decrease. A chi-square statistic derived from the Treynor measure is not so well behaved. Section I of the paper discusses the availability of test statistics for various classes of performance measures. It also discusses the use of the Sharpe and Treynor statistics in light of certain undesirable properties they possess and the section concludes with a brief literature survey. Section II derives the performance measure moments, asymptotic distributions, and proposed test statistics. Section III contains the results and conclusions of the univariate and multivariate simul-ations.

Laser-Induced Chemical Processes

Abstract: 1. Vibrational Excitation in Polyatomic Molecules.- 1.1. Introduction.- 1.2. Complete Model.- 1.3. Application to SF6.- 1.4. Application to S2F10.- 1.5. Comparison with Another Complete Model.- 1.6. Comparison with a Thermal QC Model.- References.- 2. Multiphoton Infrared Excitation and Reaction of Organic Compounds.- 2.1. Introduction.- 2.2. Features Distinguishing Large from Small Molecules.- 2.3. Selected Literature Survey.- 2.3.1. Unimolecular Reactions.- 2.3.2. Bimolecular Organic Reactions.- 2.3.3. Sensitized Organic Reactions.- 2.3.4. Low-Intensity CW Infrared Multiphoton Dissociation.- 2.4. Application of Chemical Thermometers in Pulsed Infrared Laser Photochemistry.- 2.4.1. "Thermal" vs. "Nonthermal" Processes.- 2.4.2. Choice of Thermal Monitor Molecule.- 2.4.3. Complications in Utilizing Chemical Thermometers.- 2.4.4. Determining Effective Temperature and Reaction Time.- 2.5. Experimental Data for Ethyl Acetate.- 2.5.1. Dependence of Reaction Probability on Fluence.- 2.5.2. Dependence of Cross Section on Fluence.- 2.5.3. Energy Absorption.- 2.6. Computer Modeling Studies.- 2.6.1. Literature Models.- 2.6.2. Model Calculations with a Master Equation Formulation for Large Organic Molecules.- References.- 3. Sinterable Powders from Laser-Driven Reactions.- 3.1. Introduction.- 3.2. Laser-Heated Powder Synthesis.- 3.2.1. Process Description.- 3.2.2. Analyses and Characterizations.- 3.3. Summary.- References.- 4. Laser-Induced Chemical Reactions: Survey of the Literature, 1965-1979.- 4.1. Introduction.- Table 4.1A Reactions Directly Induced by Single- and MultipleInfrared-Photon Absorption.- Table 4.1B Thermal and Photosensitized Infrared Laser Induced Reactions.- Table 4.2 Reactions Induced by Visible and Ultraviolet Laser Excitation.- Table 4.3 Miscellaneous Laser-Induced Effects.- 4.2 References for Tables 4.1-4.3.- 4.3 Selected Review Articles, Monographs, and References to Theory and Diagnostic Techniques.- Author Index.

Aluminium powder metallurgy technology for high-strength applications

Abstract: A literature survey of aluminium powder metallurgy (PM) for high-strength applications was undertaken. Improvements in aluminium—base alloys made via ingot metallurgy (IM) are reaching the point of diminishing returns. PM offers an alternative technology, capable of producing alloys having improved fatigue, corrosion, and stress-corrosion resistance, as well as improved strength and toughness at room or elevated temperatures. The steps involved in powder metallurgy: powder manufacture, powder processing, de-gassing, and consolidation, are described. The merits and deficiencies of the various processes for each step are compared. The key to successful application of Al powder metallurgy alloys appears to be the de-gassing and consolidation of the powder. The properties of several new PM alloys are compared, with particular emphasis on highstrength, corrosion-resistant alloys and alloys developed for use at elevated temperatures.

Aquatic hyphomycete spora of two black forest and two swiss jura streams

Abstract: The aquatic hyphomycete spora of two softwater (Black Forest) and two hardwater (Swiss Jura) streams were studied throughout the year by membrane fiitration. More fungal species were observed in the Black Forest streams than in the Jura streams. The species richness of the streams was not correlated with differences in their riparian vegetation. A literature survey suggests that the number of fungal species occurring in a stream as a function of its pH value forms a unimodal curve with a maximum at a pH of 6.7.

Constancy in the Size Ratios of Sympatric Species

Abstract: A literature survey reveals many problems with the use of 1.3 as an ecological constant. To date, much of the empirical support for the existence of a "1.3 rule," or general law of size ratios in sympatric species, risks circular reasoning or involves unwarranted selection or manipulation of data. Many authors subscribe to a rule, yet easily explain the frequent occurrence of larger or smaller figures. Models of competition do not predict specific values of size ratios unless certain rigid requirements or untested assumptions are incorporated. Depending on the model, character displacement can produce an exponential distribution as well as one centered on 1.3 or concentrated at high values of ratios. Before asserting that a biological law exists, one should establish that its empirical basis is statistically significant. Several statistical methods are mentioned here. One which measures rhythmic tendencies is briefly described and applied to a data set chosen because it appears to be distributed according...

Heat transfer from impinging jets. A literature review

Abstract: : This report is a literature survey of the state-of-the-art of heat transfer from impinging air jets. Over 70 references are cited.

Epicadmium neutron activation analysis (ENAA) based on the k0-comparator method

Abstract: The applicability of the k0 standardization concept in ENAA has been investigated by comparing for 32 isotopes the experimentally determined ke, 0-values with those calculated from well-known k0 and Q0=l0/σ0 factors. It is concluded that the k−-comparator method can be extended and applied in general to epicadmium (n, γ) activation analysis. Attention is also paid to some specific problems, such as the deviation from the ideal epithermal neutron flux distribution, the uncertainty in the effective Cd cut-off energy for the Cd-covers used, and the cadmium epithermal neutron transmission factor for which a literature survey is presented.

Quality of Life: Some Theoretical Issues

Abstract: The concept “quality of life” is becoming increasingly popular in both the medical and general press. However, from a literature survey of approximately 100 scientific publications in which this concept was used, it appeared that rarely is a definition of this term given. Therefore, it seems useful to formulate several guiding principles: (1) “Quality of life” apparently is too vague a concept. It seems more sensible to isolate a number of relevant factors and to choose the best operational definition possible. The following factors may be considered: daily activity, pattern of complaints, subjective feeling of well-being, and sexual behavior. Based upon these factors one composite score of psychological and social consequences should be developed, analogous to an IQ test. (2) The patient is the sole authority concerning questions on “quality of life.” (3) The concept “quality of life” should indicate more than a person's momentary well being, since this is dependent on mood, physiologic state, accidental events, etc. It is not the situation at one specific point which should be considered but the situation over a certain period. (4) Questions concerning “quality of life” should be put relatively. For example, does a person have more or less complaints during one period as compared to another? A second possibility is to compare a person's answers to those of a carefully chosen control group. It is essential to keep in mind that these psychologic measures are descriptive; they indicate how patients feel during a certain period concerning the above-mentioned areas and are definitely nor normative in the sense of stating what is or is not desirable.

Radiation therapy in the treatment of malignant fibrous histiocytoma

Abstract: Between September 1%9, and September 1978, 17 patients with localized malignant fibrous histiocytomas received radiotherapy at The Medical College of Wisconsin Affiliated Hospitals. Of 5 patients who were treated by radiotherapy alone, 2 were locally controlled: a literature survey revealed that local control was obtained in only 2 of 16 patients treated by radiotherapy alone. Of the 12 patients treated postoperatively, 9 were controlled locally, whereas 12 of 14 patients collected from the literature were controlled with postoperative radiotherapy. Local recurrence following resection is reduced from approximately 50% to 20% by post-operative irradiation. Seven of 17 patients (41 %) developed distant metastases: six patients have died, and the remaining 11 have been followed for 12 to 35 months (median, 25 months). Radiotherapy can eradicate small tumor masses, and given postoperatively, appears to lower risk of recurrence.

Plasma carcinoembryonic antigen levels in ovarian cancer patients: a chart review and survey of published data.

Abstract: To evaluate the significance of plasma levels of carcinoembryonic antigen (CEA) in patients with ovarian cancer, a chart review of such patients from May 1974 to August 1978 was undertaken, along with a literature survey in order to consolidate the data for analysis. The data indicate the CEA levels are consistently lower in ovarian cancer than in colorectal cancer and that the assay is not of value in the primary diagnosis of ovarian cancer. It may, however, be of prognostic significance in that advanced disease and undifferentiated tumors which carry the worst prognoses demonstrate elevated CEA levels with higher frequency. CEA levels may also be of value in assessing the response to therapy and in detecting recurrent disease. Patients who demonstrated good clinical responses to therapy showed a drop to low plasma CEA levels while patients with poor responses showed no decrease or a rise in CEA levels. Moreover, CEA rose again after a postoperative drop in patients with recurrent disease before they demonstrated clinical evidence of recurrence. The relationship of plasma levels to tissue levels of CEA and to histologic type of ovarian carcinoma remains unclear.

Response Times to User Activities in Interactive Man/Machine Computer Systems:

Abstract: Response times (response delays) in interactive computer systems can greatly effect user performance and system productivity. This document summarizes the literature on user response time needs in interactive computer systems, and presents a set of guidelines for specifying response times that meet those needs. During the literature survey, it became evident that much more supporting data is required in order to have guidelines that cover most conditions under which people use a computer, and in order to provide a solid foundation of data taken from real world user interaction with computer systems. The information presented in this document should be viewed as a starting point for further work on defining response time needs for interactive computer system users.

Effect of Variances and Manufacturing Tolerances on the Design Strength and Life of Mechanically Fastened Composite Joints. Volume 1. Methodology Development and Data Evaluation

Abstract: : The subject of this program was structural evaluation of mechanically fastened composite joints. Program objectives were threefold: (1) development and verification by test of improved static strength methodology, (2) experimental evaluation of the effects of manufacturing anomalies on joint static strength, and (3) experimental evaluation of joint fatigue life. Program activities to accomplish these objectives were organized under five tasks. Under Task 1 - Literature Survey, a survey was performed to determine the state-of- the-art in design and analysis of bolted composite joints. Experimental evaluations of joint static strength were performed under Tasks 2 and 3. In Task 2 - Evaluation of Joint Design Variables, strength data were obtained through an experimental program to evaluate the effects of twelve joint design variables. In Task 3 - Evaluation of Manufacturing and Service Anomalies, effects of seven anomalies on joint strength were evaluated experimentally and compared with Task 2 strength data. Bolted composite joint durability was evaluated under Task 4 - Evaluation of Critical Joint Design Variables on Fatigue Life. Seven critical design variables or manufacturing anomalies were identified based on Task 2 and 3 strength data. Under Task 5 - Final Analyses and Correlation, required data reduction, methodology development and correlation and necessary documentation were performed.

Steam turbine blades: considerations in design and a survey of blade failures

Abstract: Thermo-mechanical considerations and material selection criteria for the design of steam turbine blades are discussed from the mechanical engineer's point of view in the first two sections of this report. Sources of vibratory excitation, the response of blades to these excitations, the stress levels and load histories that result from this reponse, and various design features incorporated into steam turbine LP blading to minimize or resist these stresses are covered. Blading alloy properties of concern to the blade designer are discussed and compared, and parameters to be used in fatigue testing recommended. The third section of the report describes several blade failure surveys. In addition to a literature survey, results of a questionnaire on LP blade failures to American utilities and a review of recent Westinghouse experience are presented. Correlations between the number of failures and parameters such as blade life, failure location in the turbine and on the blades, alloy, deposit chemistry, steam source, feedwater treatment, cooling water source, balance of plant problems, and temperature and pressure at the failed row are attempted.

Mobility in physics: A bibliography of occupational, geographic and field mobility of physicists

Abstract: The compilation of this literature survey was initiated more than a decade ago as a part of science-of-science bibliographies. The collected 150 studies and data sources are concerned with career migration, cross-disciplinary switching, international academic circulation and brain drain of physicists and in physics. The principal criterion for selection of items for listing was that they present fact-finding information on certain enduring aspect of the mobility process. Papers treating more ephemeral approaches are not included but a few conceptual pieces are the exceptions that prove the rule. Most entries are from the published literature. The arrangement of the bibliography is alphabetical by the first author, for each author a chronological order is used. Anonymous and edited works are filed under title. Cross-referencing will facilitate the use. Elementary techniques, such as following up the references in relevant documents, have been applied whenever possible and most documents have been scrutinized by actual reading. Papers on mobility in physics are rather widely dispersed in the literature, ranging from sociological analyses to science policy considerations. Since the information in numerous publications have important professional implications, the bibliography appears at the eve of the European Physical Society seminar on “Career outlook for physicists in Europe” in Erice, 25–27 June 1981. Though our selection of items does not go beyond physics proper, a few major documents on mobility in physical sciences are added. For a broader literature coverage on mobility in science see the bibliographies by R. T. Barth (1970), S. Dedijer and L. Svenningson (1967), B. M. Gupta (1977) and J. Vlachý (1979). A regular, comprehensive bibliographical service on behalf of the physics community would be desirable to be undertaken on a continuing basis and an appropriate institutional commitment.

Relationship between diameter of the filament and cell shape in blue-green algae

Abstract: Observations on infralittoral blue-green algae and a literature survey show that filamentous blue-green algae of average size tend to have isodiametric cells, while the very narrow ones often have cylindrical cells and the very large forms have only discoid cells. A possible interpretation of this phenomenon is presented, based on the short life of prokaryotic messenger RNAs.

The creep of frozen sands : qualitative and quantitative models

Abstract: : This Report developes better qualitative and quantitative models for the time-dependent mechanical behavior of frozen soils. By drawing upon an extensive literature survey, unconfined creep data for frozen sand, and a series of creep tests on glass beads made wetting and nonwetting, various physical mechanisms controlling the behavior of frozen soil and proposed: ice strength, soil strength, and mechanical interaction through structural hindrance and dilatancy effects. The nature of the linear relationship between the logarithm of the minimum creep rate and the logarithm of the time to minimum observed from creep tests on ice, soil and frozen soil is shown to be due to the existence of an approximately constant strain at the minimum, and the relative insensitivity of this log-log plot to small deviations from a constant value of strain. Two quantitative models for fitting and predicting the minimum strain rate and time to minimum for unconfined creep are developed and evaluated. Each can typically predict the minimum strain rate and time to minimum to within + or - 4 times the actual value using data from only a relatively few tests. New empirical creep models capable of describing the entire creep curve from primary through tertiary are also developed. Through a simple technique for parameter evaluation, the models can yield excellent fits of the data and reliable predictions of the creep behavior. Typically, the model predict the minimum strain rate to within + or - 3 times and the strain at the minimum to within 70% of the actual values. (Author)

Annual fluctuations in rheumatoid arthritis

Abstract: A literature survey revealed many reports implicating the microclimate and seasonal changes in arthritic diseases. Therefore, a retrospective study of the erythrocyte sedimentation rate (ESR) and the C-reactive protein (CRP) concentration of 2,802 rheumatoid arthritis (RA) was performed. No statistically significant fluctuation was found when analyzed according to the month of the year in which blood was taken. The significance of this is discussed in relation to other RA symptoms, meteorologic phenomena, microclimate, and the joint circulatory responses in RA. The observations reported are consistent with the concept that seasons and microclimate may affect some of the symptoms of RA, but not the inflammatory processes represented by the ESR and CRP.

Laryngeal Tuberculosis Presenting as Carcinoma

Abstract: • A typical patient had laryngeal tuberculosis (TB) mimicking carcinoma. The accompanying patient complaints from a representative literature survey are discussed. The difficulty of clinically differentiating laryngeal carcinoma from TB or another granulomatous process is stressed, as is the utility of obtaining a simple chest roentgenogram, a TB skin test, and, when indicated, a sputum examination. The pathogenesis of laryngeal TB and the treatment of health care personnel exposed to such a patient also is mentioned. The spectrum of TB, as well as the spectrum of physicians treating TB, is changing. The presence of a laryngeal process in a patient with active pulmonary TB is an important association that must not be overlooked. ( Arch Otolaryngol 1981;107:503-505)

Validation of a Screening Battery for Psychogeriatric Assessment

Abstract: The aims of this study were to identify the most important diagnostic questions that warrant assessment in psychogeriatric patients and to select and validate objective screening procedures for those areas. Four areas were identified by surveying the records of 87 psychogeriatric patients: organicity, depression, prognosis, and global psychopathology. Relevant assessment instruments, selected on the basis of a comprehensive literature survey, were administered to 61 psychogeriatric inpatients, and criterion ratings were obtained in each of the four diagnostic areas. The Mental Status Questionnaire correlated -.87 with the organicity criterion and also shoed the highest correlations with the other three criterion variables. A canonical correlation analysis showed that the organicity and depression criteria could be reliably separated by the predictors, and multiple regression analysis showed that each could be reliably predicted independently. It is noted that the population studied was largely chronic in nature, so that the findings are not necessarily applicable to other kinds of settings.

Generation of Electrostatic Charge in Fuel Handling Systems: A Literature Survey.

Abstract: : A review is presented on the status of research on the generation and dissipation of electrostatic charge by hydrocarbon liquids and fuels, with emphasis on the period 1973-1980. Both metallic and nonmetallic fuel handling systems are covered, including the special problems encountered in aircraft fuel tanks filled with polyurethane foam. The review stresses recent advances and presents opportunities for future research in some neglected, but nonetheless fundamentals areas affecting the charge generation process. (Author)

High frequency laser Doppler measurements using multiaxial-mode lasers

Abstract: Generally applicable laser Doppler anemometers have become commercially available and are now widely used for fluid flow studies. When used for high velocity measurements, e.g., in excess of 100 m/sec, laser Doppler anemometers usually comprise a high power argon-ion laser and a counter signal processor. A literature survey showed that most high speed LDA measurements have been carried out at Doppler frequencies much below the frequency capabilities of modern LDA frequency counters. This paper suggests that this might be due to the multiaxial-mode output of cw lasers employed for high speed velocity measurements. The theory is discussed and experimental investigations are described that verify the theoretical results. These results suggest the use of single-mode lasers for high speed velocity measurements. The multiaxial-mode output of cw lasers is also claimed to be responsible for signal-to-noise ratio differences between LDA signals obtained with the blue and green lines of argon-ion lasers. The differences are only observed, however, when broadband detection systems are employed. Consideration is also given to the use of photodetectors for high frequency LDA systems. It is shown that photomultipliers that permit high anode currents are advantageous in laser Doppler anemometry; they are essential when measurements are made at high Doppler frequencies. Their use permits available high power lasers to be employed for LDA measurements and the high and basically noise-free gain of photomultipliers still to be used.

Ideology/Culture/Hegemony and Mass Media in South Africa: A Literature Survey

Abstract: (1981). Ideology/Culture/Hegemony and Mass Media in South Africa: A Literature Survey. Critical Arts: Vol. 2, No. 2, pp. 1-25.

A prediction of residual stress in heavy plate butt welds

Abstract: A prediction of residual stresses in heavy plate butt welds is proposed based on a literature survey. The stresses were found to range from the yield strength of the material in tension at the weld toe to about 40 pct of yield strength in compression near the center of the plate in directions both parallel and perpendicular to the weld fusion line. Also, due to the thickness of the plate, some stresses in the through thickness direction were found. The stresses are predicted to fall to parent metal stresses in about one and one half to two plate thicknesses.