Many performance measurement algorithms can only evaluate measure active managers' performance after a period of operating time. However, most investors are interested in monitoring the active managers' performances at any time, especially, when the performance is going down. So that the investors can adjust the targets and contents of their portfolios to reduce their risks. Yashchin,Thomas and David (1997) proposed to use a statistical quality control (SQC) procedure to monitor active managers' performances. In particular, they established the IR (Information Ratio) control charts under normality assumption to monitor the dynamic performances of active managers. However, the distributions of IR statistic usually possess fat tail property. Since the underlying distribution of IR is an important hypothesis in building up the control chart, we consider the heavy tail distributions, such as mixture normal and generalized error distribution to fit the IR data. Based on the fitted distribution, the IR control charts are rebuilt. By simulations and empirical studies, the remedial control charts are found to detect the shifts of active managers' performances more sensitively.

INTRODUCTION: Smoking is one of the single greatest causes of numerous preventable diseases. We were interested in developing an animal model of nicotine metabolism that can be used to examine the effects of potential CYP2A6 inhibitors on nicotine metabolism and nicotine-mediated behaviours. Pharmacogenetic studies have demonstrated that in humans, smoking behaviour is associated with rates of nicotine metabolism by the CYP2A6 enzyme. Mouse CYP2A5 shares structural and functional similarities to human CYP2A6 and has been implicated in nicotine self-administration behaviours in mice, therefore the mouse represents a potential animal model for studying nicotine metabolism. METHODS: We characterized nicotine and cotinine metabolism in two commonly used mouse strains (DBA/2 and C57Bl/6). We also examined the association between nicotine self-administration behaviours and nicotine metabolism, and the impact of direct manipulation (i.e. inhibition) of nicotine metabolism on nicotine pharmacodynamics (hot-plate and tail-flick tests) in mice. Finally, we studied the effect of selegiline (a known cytochrome P450 mechanism-based inhibitor) on nicotine metabolism in mice and in human CYP2A6. RESULTS: Nicotine metabolism in mice in vitro was mediated by CYP2A5, and this enzyme was responsible for over 70% and 90% of the metabolism of nicotine to cotinine and cotinine to 3-hydroxycotinine as shown by immuno-inhibition studies, respectively. A polymorphism in CYP2A5 between mouse strains, known to alter the probe substrate coumarin’s metabolism, did not affect nicotine metabolism but dramatically altered cotinine metabolism. Nicotine self-administration behaviour in mice was associated with level of hepatic CYP2A5 proteins and rates of nicotine metabolism in male mice. In inhibition studies, the CYP2A5/6 inhibitor methoxsalen inhibited both in vitro and in vivo nicotine metabolism in mice and substantially increased the anti-nociceptive effect of nicotine. Finally, selegiline was found to be an inhibitor of CYP2A5 decreasing nicotine metabolism in vitro and in vivo in mice. Moreover, we showed that selegiline is a mechanism-based inhibitor of CYP2A6 inhibiting nicotine metabolism irreversibly. CONCLUSION: The above data suggested that the mouse model may be suitable for examining the impact of inhibition (and genetic variation) on nicotine metabolism and nicotine-mediated behaviours and may potentially be used to screen for novel inhibitors of nicotine metabolism.

INTRODUCTION: Smoking is one of the single greatest causes of numerous preventable diseases. We were interested in developing an animal model of nicotine metabolism that can be used to examine the effects of potential CYP2A6 inhibitors on nicotine metabolism and nicotine-mediated behaviours. Pharmacogenetic studies have demonstrated that in humans, smoking behaviour is associated with rates of nicotine metabolism by the CYP2A6 enzyme. Mouse CYP2A5 shares structural and functional similarities to human CYP2A6 and has been implicated in nicotine self-administration behaviours in mice, therefore the mouse represents a potential animal model for studying nicotine metabolism. METHODS: We characterized nicotine and cotinine metabolism in two commonly used mouse strains (DBA/2 and C57Bl/6). We also examined the association between nicotine self-administration behaviours and nicotine metabolism, and the impact of direct manipulation (i.e. inhibition) of nicotine metabolism on nicotine pharmacodynamics (hot-plate and tail-flick tests) in mice. Finally, we studied the effect of selegiline (a known cytochrome P450 mechanism-based inhibitor) on nicotine metabolism in mice and in human CYP2A6. RESULTS: Nicotine metabolism in mice in vitro was mediated by CYP2A5, and this enzyme was responsible for over 70% and 90% of the metabolism of nicotine to cotinine and cotinine to 3-hydroxycotinine as shown by immuno-inhibition studies, respectively. A polymorphism in CYP2A5 between mouse strains, known to alter the probe substrate coumarin’s metabolism, did not affect nicotine metabolism but dramatically altered cotinine metabolism. Nicotine self-administration behaviour in mice was associated with level of hepatic CYP2A5 proteins and rates of nicotine metabolism in male mice. In inhibition studies, the CYP2A5/6 inhibitor methoxsalen inhibited both in vitro and in vivo nicotine metabolism in mice and substantially increased the anti-nociceptive effect of nicotine. Finally, selegiline was found to be an inhibitor of CYP2A5 decreasing nicotine metabolism in vitro and in vivo in mice. Moreover, we showed that selegiline is a mechanism-based inhibitor of CYP2A6 inhibiting nicotine metabolism irreversibly. CONCLUSION: The above data suggested that the mouse model may be suitable for examining the impact of inhibition (and genetic variation) on nicotine metabolism and nicotine-mediated behaviours and may potentially be used to screen for novel inhibitors of nicotine metabolism.

An ultra-low dose of a drug is approximately 1000-fold lower than the dose range traditionally used to induce a therapeutic effect. The purpose of the present thesis was to broaden the knowledge of the ultra-low dose effect, that was previously identified in the opioid receptor system, by looking at whether opioids and cannabinoids interact at the ultra-low dose level, whether cannabinoid receptors themselves demonstrate the ultra-low dose antagonist effect, and whether the opioid ultra-low dose effect is maintained in a model of persistent, unavoidable pain. For experiment 1, separate groups of Long Evans rats were tested for antinociception following an injection of vehicle, the cannabinoid agonist WIN 55 212-2 (WIN), the opioid antagonist naltrexone (an ultra-low or a high dose), or a combination of WIN and naltrexone doses. Ultra-low dose naltrexone elevated WIN-induced tail flick thresholds without extending its duration of action. In experiment 2, antinociception was tested in rats following either acute or sub-chronic (7 days) injections of vehicle, WIN, ultra-low doses of the CB1 receptor antagonist rimonabant (SR 141716), or a combination of WIN and ultra-low dose rimonabant. Following the chronic experiment, striatal tissue was rapidly extracted and subjected to co-immunoprecipitation to analyse CB1 receptor coupling to G-protein subtypes. Ultra-low dose rimonabant extended the duration of WIN-induced antinociception, and attenuated the development of WIN-induced tolerance. Animals chronically treated with WIN alone had CB1 receptors predominately coupling to Gs proteins, whereas all other groups had CB1 receptors predominately coupling to Gi proteins. For experiment 3, all animals were subjected to the formalin test following either acute or sub-chronic injections of vehicle, the opiate morphine, ultra-low doses naltrexone, or a combination of morphine and ultra-low dose naltrexone. Ultra-low dose naltrexone had no significant effect on morphine-induced pain ratings in either the acute, or sub-chronic drug treatments. This thesis provides evidence that the ultra-low dose effect, including the agonist-induced G-protein coupling switch, extends to another receptor type. This effect may, therefore, be part of a generalized principle that applies to many G-protein coupled receptors. / Thesis (Ph.D, Psychology) -- Queen's University, 2007-11-05 09:31:30.162 / A portion of this research was supported by a Canadian Institutes of Health Research (CIHR) Proof of Principle Grant to M.C. Olmstead and J.J. Paquette.

For discrete distributions a variant of rejection from a continuous hat function is presented. The main advantage of the new method, called rejection-inversion, is that no extra uniform random number to decide between acceptance and rejection is required which means that the expected number of uniform variates required is halved. Using rejection-inversion and a squeeze, a simple universal method for a large class of monotone discrete distributions is developed. It can be used to generate variates from the tails of most standard discrete distributions. Rejection-inversion applied to the Zipf (or zeta) distribution results in algorithms that are short and simple and at least twice as fast as the fastest methods suggested in the literature. (author's abstract) / Series: Preprint Series / Department of Applied Statistics and Data Processing

Flutter is one of the primary aeroelastic phenomena that must be considered in aircraft design. Flutter is a self-sustaining structural vibration in which energy is extracted from the air flow and transferred to the structure. The amplitude of the vibration grows exponentially until structural failure occurs. Flutter stability requirements often influence the design of an aircraft, making accurate flutter prediction capabilities an essential part of the design process. Advances in computational fluid dynamics and computational power make it possible to solve the fluid flow and structural dynamics simultaneously, providing highly accurate solutions especially in the transonic flow regime. This procedure is, however, too time-consuming to be used in the design optimisation process. As a result panel codes, e.g., the doublet lattice method, and modal-based structural analysis methods are still being used extensively and continually improved. One application that is lagging in terms of accuracy and simplicity (from the user’s perspective) is the flutter analysis of T-tails. The flutter analysis of a T-tail usually involves the calculation of additional aerodynamic loads, apart from the loads calculated by the standard unsteady aerodynamic codes for conventional empennages. The popular implementations of the doublet lattice method do not calculate loads due to the in-plane motion (i.e., lateral or longitudinal motion) of the horizontal stabiliser or the in-plane loads on the stabiliser. In addition, these loads are dependent on the steady-state load distribution on the stabiliser, which is ignored in the doublet lattice method. The objective of the study was to extend the doublet lattice method to calculate the additional aerodynamic loads that are crucial for T-tail flutter analysis along with the customary unsteady air loads for conventional configurations. This was achieved by employing the Kutta-Joukowski theorem in the calculation of unsteady air loads on lifting surface panels. Calculating the additional unsteady air loads for T-tails within the doublet lattice method significantly reduces the human effort required for T-tail flutter analysis as well as the opportunities for introducing errors into the analysis. During the course of the study it became apparent that it was necessary to consider the quadratic mode shape components in addition to the linear mode shape components. Otherwise the unsteady loads due to the rotation (“tilting”) of the steady-state load on the stabiliser, one of the additional aerodynamic loads that are crucial for T-tail flutter analysis, would give rise to spurious generalised forces. In order to reduce the additional burden of determining the quadratic mode shape components, methods for calculating quadratic mode shape components using linear finite element analysis or estimating them from the linear mode shape components were developed. Wind tunnel tests were performed to validate the proposed computational method. A T-tail flutter model which incorporated a mechanism for changing the incidence angle of the horizontal stabiliser, and consequently the steady-state load distribution on the horizontal stabiliser, was used. The flutter speed of this model as a function of the horizontal stabiliser incidence was determined experimentally and compared to predictions. Satisfactory correlation was found between predicted and experimentally determined flutter speeds. / Thesis (M.Ing. (Chemical Engineering))--North-West University, Potchefstroom Campus, 2012

The purpose of the dissertation is to prove universal tight bounds for deviation from the mean probability inequalities for functions of random variables. Universal bounds shows that they are uniform with respect to some class of distributions and quantity of variables and other parameters. The bounds are called tight, if we can construct a sequence of random variables, such that the upper bounds are achieved. Such inequalities are useful for example in insurance mathematics, for constructing effective algorithms. We extend the results for Lipschitz functions on general probability metric spaces. / Disertacijos darbo tikslas – įrodyti universalias tiksliąsias nelygybes atsitiktinių dydžių funkcijų nukrypimo nuo vidurkio tikimybėms. Universalios nelygybės pažymi, kad jos yra tolygios pagal tam tikras bendras skirstinių klases ir pagal atsitiktinių dydžių kiekį, kartais ir pagal kitus parametrus. Nelygybės vadinamos tiksliosiomis, jeigu pavyksta sukonstruoti atsitiktinių dydžių seką, kuriai nelygybės virsta lygybėmis. Tokios nelygybės labai naudingos, pavyzdžiui, draudimo matematikoje, konstruojant efektyvius algoritmus. Disertaciją sudaro šeši skyriai. Pirmasis skyrius yra įvadas, kuriame neformaliai pristatomas disertacijoje tiriamas objektas, pateikiamas bendras darbo aprašymas ir motyvacija. Detalesnė kitų autorių rezultatų apžvalga pateikiama atskirai kiekviename skyriuje. Antrasis skyrius skirtas atvejui, kai atsitiktiniai dydžiai yra aprėžti ir simetriniai. Trečiajame skyriuje įrodomos nelygybės atsitiktiniams dydžiams, tenkinantiems dispersijos aprėžtumo sąlygą. Ketvirtajame skyriuje nagrinėjamos sąlyginai aprėžtų atsitiktinių dydžių sumos. Penktajame skyriuje tiriamos atsitiktinių dydžių sekos, sudarančios martingalą arba supermartingalą, ir joms gaunamos universaliosios tikimybinės nelygybės ir sukonstruojama nehomogeninė Markovo grandinė, kuri yra martingalas, ir kuriai minėtos nelygybės virsta lygybėmis. Šeštajame skyriuje rezultatai yra apibendrinami atsitiktinių dydžių sekos Lipšico funkcijoms.

Disertacijos darbo tikslas – įrodyti universalias tiksliąsias nelygybes atsitiktinių dydžių funkcijų nukrypimo nuo vidurkio tikimybėms. Universalios nelygybės pažymi, kad jos yra tolygios pagal tam tikras bendras skirstinių klases ir pagal atsitiktinių dydžių kiekį, kartais ir pagal kitus parametrus. Nelygybės vadinamos tiksliosiomis, jeigu pavyksta sukonstruoti atsitiktinių dydžių seką, kuriai nelygybės virsta lygybėmis. Tokios nelygybės labai naudingos, pavyzdžiui, draudimo matematikoje, konstruojant efektyvius algoritmus. Disertaciją sudaro šeši skyriai. Pirmasis skyrius yra įvadas, kuriame neformaliai pristatomas disertacijoje tiriamas objektas, pateikiamas bendras darbo aprašymas ir motyvacija. Detalesnė kitų autorių rezultatų apžvalga pateikiama atskirai kiekviename skyriuje. Antrasis skyrius skirtas atvejui, kai atsitiktiniai dydžiai yra aprėžti ir simetriniai. Trečiajame skyriuje įrodomos nelygybės atsitiktiniams dydžiams, tenkinantiems dispersijos aprėžtumo sąlygą. Ketvirtajame skyriuje nagrinėjamos sąlyginai aprėžtų atsitiktinių dydžių sumos. Penktajame skyriuje tiriamos atsitiktinių dydžių sekos, sudarančios martingalą arba supermartingalą, ir joms gaunamos universaliosios tikimybinės nelygybės ir sukonstruojama nehomogeninė Markovo grandinė, kuri yra martingalas, ir kuriai minėtos nelygybės virsta lygybėmis. Šeštajame skyriuje rezultatai yra apibendrinami atsitiktinių dydžių sekos Lipšico funkcijoms. / The purpose of the dissertation is to prove universal tight bounds for deviation from the mean probability inequalities for functions of random variables. Universal bounds shows that they are uniform with respect to some class of distributions and quantity of variables and other parameters. The bounds are called tight, if we can construct a sequence of random variables, such that the upper bounds are achieved. Such inequalities are useful for example in insurance mathematics, for constructing effective algorithms. We extend the results for Lipschitz functions on general probability metric spaces.

Hos grisar finner man flera stereotypiska beteenden, som rörbitning och svansbitning. Dessa beteenden är relativt vanliga hos grisar. En miljöberikning definieras som förbättring av ett djurs välfärd, både psykologisk och fysiologiskt, genom förändringar hos djurets omgivning. Denna studie har undersökt om miljöberikningar kan minska stereotypiska beteenden hos grisar. De två olika miljöberikningar som har använts är en jutesäck fylld med halm och en Jolly Ball™. De tre stereotypiska beteendena som studerades var rörbitning, svansbitning och bukmassage. Studien utfördes på 107st grisar uppdelade på 12 boxar, under totalt tre veckor. Alla tre stereotypiska beteenden minskade statistiskt signifikant . Detta visar att båda miljöberikningarna hade en positiv effekt på grisarna då de minskade deras stereotypiska beteenden. De interagerade mer med jutesäcken fylld med halm än vad det gjorde med Jolly Ball™.  Grisarna föredrog den miljöberikningen som var omformbar, förstörbar, ätbar, tuggbar, vilket går i linje med liknande studier. / Among fattening pigs you find several stereotypical behaviours, such as bar-biting and tail-biting. These behaviours are quite common among domestic pigs. Environmental enrichments are often used to reduce stereotypical behaviours in animals.  An environmental enrichment is defined as an improvement of an animal’s welfare, both psychologically and physiologically, through changes in the environment of the animal. With this study, different environmental enrichments were studied to see if they can reduce stereotypical behaviour among fattening pigs. The two different environmental enrichments used were a jute sack filled with straw and a Jolly Ball™. The stereotypical behaviours that were looked at were bar-biting, tail-biting and belly-nosing. The study was carried out on 107 pigs divided into 12 pig boxes, during 3 weeks in total. All three stereotypical behaviours decreased significantly. This shows that the environmental enrichments had a positive effect on the pigs, since they reduced their stereotypical behaviour. The pigs interacted more with the jute sack than they did with the Jolly Ball™.  The pigs preferred the environmental enrichment that was destructible, edible, deformable and chewable, which fits well into similar studies that have been executed.

[pt] A representação e interpretação claras da estrutura de dependência presente em vetores aleatórios, em particular em vetores bivariados, podem ser feitas com o uso do conceito de cópulas. Na análise bivariada, os coeficientes de dependência homogênea e heterogênea de cauda têm por objetivo estudar uma medida de dependência quando as variáveis assumem valores extre- mos. Obtemos as expressões dos coeficientes de dependência heterogênea de cauda a partir da função de distribuição acumulada condicional e apresen- tamos a demonstração de que os coeficientes de dependência homogênea de cauda de uma distribuição normal assimétrica são iguais a zero. Com o uso do conceito de cópulas e de dependência de cauda total, estudamos a estru- tura de dependência entre as seguintes variáveis: (i) log-retornos das taxas, interpoladas, para a estrutura a termo pré-fixada de 1 ano e de 2 anos; (ii) log-retorno das taxas para a estrutura a termo pré-fixada de 1 (um) ano e log-retorno do índice do Ibovespa; e (iii) log-retorno das taxas para a estru- tura a termo pré-fixada de 1 (um) ano e log-retorno da expectativa da taxa PTAX, 6 meses a frente. / [en] Using the concepts of copula we can represent and interpret the dependence structure presented in random vectors with clarity, particularly in bivariate vectors. In bivariate analysis, the role of both heterogeneous tail-dependence coefficient and homogenous tail- dependence coefficient are to study a measure of dependence when variables reach extreme values. We find expressions for the heterogeneous tail-dependence coefficients from the conditional cumulative distribution function and prove that the homoge- neous tail-dependence coefficients of a skewed normal distribution are equal to zero. Using the concepts of copula and the total tail dependence, we study the dependence structure between the following variables: (i) log- return of interpolated rates for the 1-year and 2-year fixed term structure; (ii) log-return of interpolated rate for the 1-year and log- return for the Bo- vespa index; e (iii) log-return of interpolated rate for the 1-year fixed term structure and log-return of expected PTAX, 6 months ahead.