In this thesis, we study the tradeoff of average delay with average service cost and average utility for both continuous time and discrete time single server queueing models without and with admission control. The continuous time and discrete time queueing models that we consider are motivated by cross-layer models for point-to-point links with random packet arrivals and fading at slow and fast time scales. Our studies are motivated by the need to optimally tradeoff the average delay of the packets (a network layer performance measure) with the average service cost of transmitting the packets, e.g. the average power required for transmission (a physical layer performance measure) under a lower bound constraint on the average throughput, in various point-to-point communication scenarios. The tradeoff problems are studied for a class of monotone and stationary scheduling policies and under the assumption that the service cost rate and utility rate are respectively convex and concave functions of the service rate and arrival rate. We also consider the problem of optimally trading off the average delay and average error rate of randomly arriving message symbols which are transmitted over a noisy point-to-point link, in which case the service cost function is non-convex. The solutions to the tradeoff problems that we address in the thesis are asymptotic in nature, and are similar in spirit to the Berry-Gallager asymptotic bounds. It is intuitive that to keep a queue stable under a lower bound constraint on the average utility a minimum number of customers have to be served per unit time. This in turn implies that queue stability requires a minimum average service cost expenditure. In the thesis we obtain an asymptotic characterization of the minimum average delay for monotone stationary policies subject to an upper bound constraint on the average service cost and a lower bound constraint on the average utility, in the asymptotic regime where the average service cost constraint is made arbitrarily close to the above minimum average service cost. In the thesis, we obtain asymptotic lower bounds on the minimum average delay for the cases for which lower bounds were previously not known. The asymptotic characterization of the minimum average delay for monotone stationary policies, for both continuous time and discrete time models, is obtained via geometric bounds on the stationary probability of the queue length, in the above asymptotic regime. The restriction to monotone stationary policies enables us to obtain an intuitive explanation for the behaviour of the asymptotic lower bounds using the above geometric bounds on the stationary probability distribution of the queue length. The geometric bounds on the stationary probability of the queue length also lead to a partial asymptotic characterization of the structure of any optimal monotone stationary policy, in the above asymptotic regime, which was not available in previous work. Furthermore, the geometric bounds on the stationary probability can be extended to analyse the tradeoff problem in other scenarios, such as for other continuous time queueing models, multiple user communication models, queueing models with service time control, and queueing models with general holding costs. Usually, queueing models with integer valued queue evolution, are approximated by queueing models with real valued queue evolution and strictly convex service cost functions for analytical tractability. Using the asymptotic bounds, we show that for some cases the average delay does not grow to infinity in the asymptotic regime, although the approximate model suggests that the average delay does grow to infinity. In other cases where the average delay does grow to infinity in the asymptotic regime, our results illustrate that the tradeoff behaviour of the approximate model is different from that of the original integer valued queueing model unless the service cost function is modelled as the piecewise linear lower convex envelope of the service cost function for the original model.

This study aims to see if it is possible to generate abnormal returns in the Swedishstock market through the use of three different trading strategies based on technicalindicators. As the indicators are based on historical price data only, the study assumesweak market efficiency according to the efficient market hypothesis. The study isconducted using daily prices for OMX Stockholm PI and STOXX 600 Europe from theperiod between 1 January 2010 and 31 December 2019. Trading positions has beentaken in the OMX Stockholm PI index while STOXX 600 Europe has been used torepresent the market portfolio. Abnormal returns has been defined as the Jensen’s αin a Fama French three factor model with Carhart ­extension. This period has beencharacterised by increasing prices (a bull market) which may have had an impact onthe results. Furthermore, a higher frequency of rebalancing for the Fama ­French andCarhart model could also increase the quality of the results. The results indicate thatall three strategies has generated abnormal returns during the period. / Denna studie syftar till att se om det är möjligt att generera överavkastning på densvenska aktiemarknaden genom att använda tre olika handelsstrategier baserade påtekniska indikatorer. Eftersom indikatorerna endast baseras på historiska prisdataantar studien svag marknadseffektivitet enligt den effektiva marknadshypotesen.Studien genomförs med hjälp av dagliga priser för OMX Stockholm PI och STOXX 600Europe från perioden 1 januari 2010 till 31 december 2019. Positionerna i studien hartagits i OMX Stockholm PI medan STOXX 600 Europe har använts för att representeramarknadsportföljen . Överavkastning har definierats som Jensens α i en Fama French trefaktormodell med Carhart-­utvidgning. Perioden som används i studien har präglatsav stigande priser (en bull market) som kan ha påverkat resultatet. Dessutom skulleen högre frekvens av ombalansering av Fama ­French och Carhart-­modellen ocksåkunna öka kvaliteten på resultaten. Resultaten visar att alla tre strategier har genereratonormal avkastning under perioden.

雙次抽樣平均數和變異數管制圖設計之研究 / Control charts are effective tools for detecting manufacturing processes and service processes. Nowadays, much of the data in manufacturing or service industries comes from processes having non-normal or unknown distributions. The commonly used Shewhart control charts, which depend heavily on the normality assumption, are not appropriately used for this situation. In this paper, we propose a standardized dynamic double sampling asymmetric EWMA mean control chart (SDDS EWMA-AM chart), a standardized dynamic double sampling asymmetric EWMA variance control chart (SDDS EWMA-AV chart), and their combined charts (joint SDDS EWMA-AM and SDDS EWMA-AV charts) to monitor process mean, variance and both shifts, respectively. The charts based on the double sampling procedure and two simple distribution-free transformed statistics are used for non-normal distribution of a quality variable. The performance of the proposed charts and that of some existing distribution-free mean and variance charts are compared. Further, a non-normal service times example from the service system of a bank branch is used to illustrate the applications of the proposed charts and to compare detection performance with the existing distribution-free mean and variance control charts. The charts we proposed show superior detection performance compared to the existing distribution-free mean and variance charts. Thus they are recommended.

Hysteresis current control has been widely used in power electronics with the advantages of fast dynamic response under parameter, line and load variation and ensured stability. However, a main disadvantage of hysteresis current control is the uncertain and varying switching frequency which makes it difficult to form an average-value model. The changing switching frequency and unspecified switching duty cycle make conventional average-value models based on PWM control difficult to apply directly to converters that are controlled by hysteresis current control. In this work, a new method for average-value modeling of hysteresis current control in boost converters, three-phase inverters, and brushless dc motor drives is proposed. It incorporates a slew-rate limitation on the inductor current that occurs naturally in the circuit during large system transients. This new method is compared with existing methods in terms of simulation run time and rms error. The performance is evaluated based on a variety of scenarios, and the simulation results are compared with the results of detailed models. The simulation results show that the proposed model represents the detailed model well and is faster and more accurate than existing methods. The slew-rate limitation model of hysteresis current control accurately captures the salient detail of converter performance while maintaining the computational efficiency of average-value models. Validations in hardware are also presented.

資本所得所負擔的稅額之高低，以及稅負輕重對投資誘因的影響，向來為經濟學者所 關切。然而，由於有數種不同的租稅同時對資本所得課徵，而且，由於通貨膨脹、公 司融資政策、個人所得稅與公司所得稅併存、投資扣抵……等因素，使得吾人不易完 整地表達出資本所得的租稅負擔情形。 在經濟學上，往往用有效稅率（Effective tax rate）來表達資本所得的租稅負擔， 然而何謂有效稅率？在文獻上所討論的有效稅率，可大略地區分為兩大類：平均有效 稅率（Average effective tax rate）與邊際有效稅率（marginal effective tax - rate）。前者是指過去的年度裡，平均每一元的資本所得，負擔多少的稅額；後者是 指未來新增加一單位投資，其賺取的資本所得須負擔多少稅額。平均有效稅率適合用 來表達資本所得過去的稅負情形，但不適於用來衡量租稅對投資誘因的影響；而邊際 有效稅率表達出投資計劃之稅前報酬率，與資金提供者的稅後報酬率之差距，故適合 用來衡量租稅對投資誘因的影響。 本文鑒於一般文獻在討論有效稅率時，往往不加以定義所討論的究竟是平均還是邊際 有效稅率，以致常導致誤解，甚至有部份文獻誤用平均有效稅率，來探討租稅對投資 誘因的影響，因此，本文先對有效稅率一詞的意義，予以釐清；繼而討論各種有效稅 率的正確用途，並且說明邊際有效稅率，與投資誘因之間的關係；最後，本文也嚐試 估計我國資本所得的邊際有效稅率。

<p>In the present work, the structural, electronic properties, thermodynamic stability and adatom surface movements of oxygen and sulfur adsorption on the Fe surface were studied based on the ab initio method.</p><p>Firstly, the oxygen adsorbed on the iron (100) surface is investigated at the three adsorption sites top, bridge and hollow sites, respectively. Adsorption energy, work function and surface geometries were calculated, the hollow site was found to be the most stable adsorption site, Which is in agreement with the experiments. In addition, the difference charge density of the different adsorption systems was calculated to analyze the interaction and bonding properties between Fe and O. It can be found out that the charge redistribution was related to the geometry relaxation.</p><p>Secondly, the sulfur coverage is considered from a quarter of one monolayer (1ML) to a full monolayer. Our calculated results indicate that the most likely site for S adsorption is the hollow site on Fe (100). We find that the work function and its change Df increased with S coverage, in very good agreement with experiments. Due to a recent discussion regarding the influence of charge transfer on Df, we show that the increase in Df can be explained by the increasing surface dipole moment as a function of S coverage. In addition, the Fe-S bonding was analyzed. Finally, the thermodynamic stabilities of the different structures were evaluated as a function the sulfur chemical potential.</p><p>Finally, a two dimensional (2D) gas model was proposed to simulate the surface active elements, oxygen and sulfur atoms, movement on the Fe (100) surface. The average velocity of oxygen and sulfur atoms was found out to be related to the vibration frequencies and energy barrier in the final expression developed. The calculated results were based on the density function and thermodynamics & statistical physics theories. In addition, this 2D gas model can be used to simulate and give an atomic view of the complex interfacial phenomena in the steelmaking refining process.</p>

Dans cette thèse, je me suis interessé à l’identification partielle des effets de traitements dans différents modèles de choix discrets avec traitements endogènes. Les modèles d’effets de traitement ont pour but de mesurer l’impact de certaines interventions sur certaines variables d’intérêt. Le type de traitement et la variable d’intérêt peuvent être défini de manière générale afin de pouvoir être appliqué à plusieurs différents contextes. Il y a plusieurs exemples de traitement en économie du travail, de la santé, de l’éducation, ou en organisation industrielle telle que les programmes de formation à l’emploi, les techniques médicales, l’investissement en recherche et développement, ou l’appartenance à un syndicat. La décision d’être traité ou pas n’est généralement pas aléatoire mais est basée sur des choix et des préférences individuelles. Dans un tel contexte, mesurer l’effet du traitement devient problématique car il faut tenir compte du biais de sélection. Plusieurs versions paramétriques de ces modèles ont été largement étudiées dans la littérature, cependant dans les modèles à variation discrète, la paramétrisation est une source importante d’identification. Dans un tel contexte, il est donc difficile de savoir si les résultats empiriques obtenus sont guidés par les données ou par la paramétrisation imposée au modèle. Etant donné, que les formes paramétriques proposées pour ces types de modèles n’ont généralement pas de fondement économique, je propose dans cette thèse de regarder la version nonparamétrique de ces modèles. Ceci permettra donc de proposer des politiques économiques plus robustes. La principale difficulté dans l’identification nonparamétrique de fonctions structurelles, est le fait que la structure suggérée ne permet pas d’identifier un unique processus générateur des données et ceci peut être du soit à la présence d’équilibres multiples ou soit à des contraintes sur les observables. Dans de telles situations, les méthodes d’identifications traditionnelles deviennent inapplicable d’où le récent développement de la littérature sur l’identification dans les modèles incomplets. Cette littérature porte une attention particuliere à l’identification de l’ensemble des fonctions structurelles d’intérêt qui sont compatibles avec la vraie distribution des données, cet ensemble est appelé : l’ensemble identifié. Par conséquent, dans le premier chapitre de la thèse, je caractérise l’ensemble identifié pour les effets de traitements dans le modèle triangulaire binaire. Dans le second chapitre, je considère le modèle de Roy discret. Je caractérise l’ensemble identifié pour les effets de traitements dans un modèle de choix de secteur lorsque la variable d’intérêt est discrète. Les hypothèses de sélection du secteur comprennent le choix de sélection simple, étendu et généralisé de Roy. Dans le dernier chapitre, je considère un modèle à variable dépendante binaire avec plusieurs dimensions d’hétérogéneité, tels que les jeux d’entrées ou de participation. je caractérise l’ensemble identifié pour les fonctions de profits des firmes dans un jeux avec deux firmes et à information complète. Dans tout les chapitres, l’ensemble identifié des fonctions d’intérêt sont écrites sous formes de bornes et assez simple pour être estimées à partir des méthodes d’inférence existantes. / In this thesis, I have been interested in the nonparametric (partial) identification of structural potential outcome functions and Average Treatment Effect (ATE) in various discrete models with endogenous selection and treatment. This topic of treatment effect concerns measuring the impact of an intervention on an outcome of interest. The type of treatments and outcomes may be broadly defined in order to be applied in many different contexts. There are many examples of treatment in economics (Labor, health, education, trade, industrial organization) such that Job training programs, surgical procedures, higher education level, research and development investment, being a member of a trade union etc. The decision to be treated or not, is usually not random but is based on individual choices or preferences. In such a context, determining the impact of the treatment becomes an important issue since we have to take into account the selectivity bias. The parametric version of such models has been widely studied in the literature, however in models with discrete variation, the parametrization is a strong source of identification. Then, we don’t know if the empirical results we obtain, are driven by the data or by the parametrization imposed on the model. I propose to look at a fully nonparametric version of those models, in order, to have more robust policy recommendations. The central challenge in this nonparametric structural identification is that the hypothesized structure fails to identify a single generating process for the data, either because of multiple equilibria or data observability constraints. In such cases, many traditional identification techniques become inapplicable and a framework for identification in incomplete models is developing, with an initial focus on identification of the set of structural functions of interest compatible with the true data distribution (hereafter identified set). Therefore, in the first chapter, I provide a full characterization of the identified set for the ATE in a binary triangular system. In the second chapter, I consider a model with sector specific unobserved heterogeneity. I provide the full characterization of the identified set for the structural potential outcome functions of an instrumental variables model of sectoral choice with discrete outcomes. Assumptions on selection include the simple, extended and generalized Roy models. In the last chapter, I consider a binary model with several unobserved heterogeneity dimensions, such as entry and participation games. I provide the full characterization of the identified set for the payoffs in 2 2 games with perfect information, including duopoly entry and coordination games. In all chapters, the identified set of the functions of interest are nonparametric intersection bounds and are simple enough to lend themselves to existing inference methods.

The aim of this dissertation was to analyse the effect of socio-economic factors on poverty in Nyakallong. Nyakallong is a former Black township in the Free State Province of South Africa. The effect of the socio economic factors on poverty was analysed using an econometric model. The analysis was based on data collected by the researcher and three fieldworkers who conducted a survey of 412 households in Nyakallong in 2009. To calculate poverty rates and the effect of socio-economic factors, data relating to the area was used. Poverty was defined and then measured for the township, and the profile of both the whole and the poor population was determined. The following poverty lines are used in South Africa – PDL, MSL, MLL, SLL, HSL and HEL. The HSL, which is defined as an estimate of the theoretical income needed by an individual household to maintain a defined minimum level of health and decency in the short term, was used as a measure of poverty in the area. The headcount index, poverty gap ratio and the dependency ratio were also used to measure poverty. The headcount index was found to be 0.472 for Nyakallong, meaning that 47.2% of all household’s income is below their respective poverty line. Poverty rate in Nyakallong was found to be 48.5% which is almost similar to the poverty rate of 49.1% for the Free State province, while poverty rate in Kwakwatsi was found to be 62.1%. The analysis of the sources of income of the poor showed that government grants constitute 64% of household income, with the old state pension grant alone contributing 16% to household income for a poor family. In Kwakwatsi, government grants contributed 38.4% of poor household’s income, with the old state pension grant having contributed 40.6%. On average, the whole population has a monthly income of R2 938, 35 compared to R1 140 which is received by the poor population; while in Kwakwatsi, the poor population received a monthly income of R688 and the whole population received an average of R1401.01. The expenditure patterns for the whole sampled population show that 39.7% of household income goes to buying food, compared to 44.3% for the poor sampled population of Nyakallong. In Kwakwatsi, poor population spent 49.2% of income on food and the whole population spent 33.4%. In Nyakallong, 50% of the whole population and 53% of the poor population was found to be economically inactive. In Kwakwatsi, 44% of the whole population and 56% of the poor population was found to be economically inactive. The unemployment rate of the poor in Nyakallong is 95.6% compared to 69.9% of the whole population. In Kwakwatsi 86.9% of the poor population and 79% of the whole population were unemployed. The dependency ratio was found to be 6 among the poor population and 2 for the whole population of Nyakallong, while in Kwakwatsi it was found to be 7 among the poor population and 4 among the whole population. The study analysed the socio-economic determinants of poverty in the area. The data was evaluated using hypothesis testing for statistical significance of the parameters. It was established that there is a positive relationship between education and the poverty gap ratio although it is statistically insignificant. It was also found that there is an inverse relationship between employment and poverty ratio. This complies with theory. The results also showed a positive relationship between household expenditure and the poverty gap – this is what was expected, because expenditure is the reduction of resources. On gender, the results confirm the generally held hypothesis that female headed households are poorer compared to their male counterparts. The results show that poverty is high among female headed households compared to male headed households. Household size was measured by the number of people staying in a given house. The household size was found to range from one to eleven members per household. The average household size was found to be 4.2 in Nyakallong, 3.9% in Kwakwatsi and 3.4% in the Free State. Household size is an important variable in determining poverty – increasing the household size by 10% is likely to increase the poverty gap of the household by about 1%. This might seem not significant, but this is a result that must be noted and handled with caution. More people in households also mean more expenditure on food items, medical expenses, clothing and education. In order to reduce the level of poverty in Nyakallong, job creation and employment opportunities should be targeted. The nearby university of technology and FET College should inform learners at secondary schools about funds (NFSAS) available to help them in furthering their studies. Educators should also engage learners to realise the disadvantages of large household size. Large organisations such as ESCOM and Harmony Gold could help by means of skills development, especially among youth and females, in order to make them employable. Unemployment can also be reduced by putting back into operation the closed mine shaft and Allanridge Sanatorium hospital. A food garden community programme should be established in order to reduce the level of poverty. People who are involved should be trained on how to manage and develop the programme. / MCom, Economics, North-West University, Vaal Triangle Campus, 2012

タンデトロン加速器質量分析計業績報告

HIV/AIDS is already the leading cause of death worldwide (Unicef et al., 2004:10) with more than 5 million people out of a total of 46 million South Africans that were HIV positive in 2004, giving a total population prevalence rate of 11 per cent (Dorrington et al., 2004:1). Many people infected do not have access to even the basic drugs needed to treat HIV-related infections and other conditions (Wikipedia, 2004:3). The relative high price of many of the antiretroviral (ARV) drugs and diagnostics on the other hand are one of the main barriers to their availability in developing countries (Unicef et al., 2004:77). ARV drugs registered in South Africa include the Nucleoside/Nucleotide Reverse Transcriptase Inhibitors (NRTIs), Non-Nucleoside Reverse Transcriptase Inhibitors (NNRTIs) and Protease Inhibitors (PIs) (MCC, 2004:1). The objective of this study was to review, analyse and interpret the prescribing patterns of antiviral drugs, with special reference to antiretroviral drugs, in the private health care sector in South Africa by using a medicine claims database. A quantitative, retrospective drug utilisation review was performed. The data ranging from 1 January 2001 to 31 December 2001, 1 January 2002 to 31 December 2002, and 1 January 2004 to 31 December 2004 were used, dividing each year into three four-month periods, namely January to April, May to August, and September to December. It was found that 0.38 per cent (n=1 475 380) for 2001, 0.72 per cent (n=2 076 236) for 2002, and 1.68 per cent (n=2 595 254) for 2004 of all studied prescriptions for the research periods 2001, 2002, and 2004 respectively, contained ARV drugs. ARV drugs constituted 0.33 per cent (n=2 951 326) for 2001, 0.87 per cent (n=4 042 145) for 2002, and 1.92 per cent (n=5 305 882) for 2004 of the total number of medicine items prescribed for the study years 2001, 2002 and 2004 respectively. The total cost of ARV drugs amounted to R4 990 784.29, thus constituting 1.31 per cent of the total cost (R379 708 489) of all medicine items on the database for 2001, increased to R18 235 075.75, thus constituting 3.03 per cent of the total cost (R601 350 325) of all medicine items on the database for 2002, and increased to R34 714 483.64, thus constituting 5.25 per cent of the total cost (R661 223 146) of all medicine items on the database for 2004. It was found that 35.31 per cent (n=5 599) for 2001, 52.68 per cent (n=15 004) for 2002, and 74.27 per cent (n=43 482) for 2004 of all studied antiviral prescriptions for the research periods 2001, 2002, and 2004 respectively, contained ARV drugs. ARV drugs constituted 46.25 per cent (n=21 183) for 2001, 70.20 per cent (n=50 246) for 2002, and 85.87 per cent (n=118 718) for 2004 of the total number of antiviral medicine items prescribed for the study years 2001, 2002 and 2004 respectively. The total cost of ARV medicine items, represented 67.33 per cent (n=R4 990 784.29) during 2001, 84.72 per cent (n=R18 235 075.75) during 2002, and 91.20 per cent (n=R34 714 483.64) during 2004 of the total cost of all antiviral medicine items claimed through the database (n=R7412577.73 for 2001, n=R21523365.56 for 2002, and n=R38 064 347.38 for 2004). The average cost per ARV medicine items for 2004 increased from R317.93i190.80 for the period January to April to R369.2W219.50 for the period May to August, and decreased to R324.79±212.48 for the period September to December and resulted in a cost saving of R41 044.35 for the period May to August versus September to December for the ARV medicine items. The implementation of the pricing regulations could thus be a possible reason for this cost saving, due to fact that the single exit price only came into effect from May 2004. The weighted average number of ARV medicine items per prescription was 1.75*0.31 for 2001, increased to 2.35±0.03 to 2002 and remained stable on 2.35±0.02 for 2004. It was found that majority of prescriptions contained more combination ARV medicine items than single ARV medicine items, ranging from 6 834 (69.76 per cent; n=9 796) prescriptions containing combination ARV medicine items in 2001 and 32 941 (93.39 per cent; n=35 271) prescriptions containing combination ARV medicine items in 2002 to 98 805 (96.93 per cent; n=101 938) prescriptions containing combination ARV medicine items in 2004. Lastly, it was perceived that didanosine was the active ingredient with the largest prevalence for all three four-month periods of 2001 and also for the periods January to April and May to August of 2002, whilst efavirenz represented the active ingredient with the largest prevalence for the period September to December of 2002, and also for all three four-month periods of 2004. Didanosine represented the active ingredient with the highest total cost for the period January to April of 2001, whilst the combination of lamivudine/zidovudine represented the active ingredient with the highest total cost for the periods May to August and September to December of 2001, and also for all three-four month periods of 2002 and 2004. Nelfinavir has the highest average cost for period January to April of 2001, ritonavir for period May to August of 2001, and saquinavir mesylate for period September to December of 2001. Nelfinavir has the highest average cost for all three-four month periods of 2002, while didanosine has the highest average cost for all three four-month periods of 2004. / Thesis (M.Pharm. (Pharmacy Practice))--North-West University, Potchefstroom Campus, 2006