The distribution of the sample minimum-variance frontier

In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us to understand the impact of estimation error on the performance of in-sample optimal portfolios. Key Words: minimum-variance frontier; efficiency set constants; finite sample distribution

Sensitivity analysis of voltage imbalance in distribution networks with rooftop PVs

A comprehensive voltage imbalance sensitivity analysis and stochastic evaluation based on the rating and location of single-phase grid-connected rooftop photovoltaic cells (PVs) in a residential low voltage distribution network are presented. The voltage imbalance at different locations along a feeder is investigated. In addition, the sensitivity analysis is performed for voltage imbalance in one feeder when PVs are installed in other feeders of the network. A stochastic evaluation based on Monte Carlo method is carried out to investigate the risk index of the non-standard voltage imbalance in the network in the presence of PVs. The network voltage imbalance characteristic based on different criteria of PV rating and location and network conditions is generalized. Improvement methods are proposed for voltage imbalance reduction and their efficacy is verified by comparing their risk index using Monte Carlo simulations.

Optimal allocation and sizing of DGs in distribution networks

In this paper, the placement and sizing of Distributed Generators (DG) in distribution networks are determined optimally. The objective is to minimize the loss and to improve the reliability. The constraints are the bus voltage, feeder current and the reactive power flowing back to the source side. The placement and size of DGs are optimized using a combination of Discrete Particle Swarm Optimization (DPSO) and Genetic Algorithm (GA). This increases the diversity of the optimizing variables in DPSO not to be stuck in the local minima. To evaluate the proposed algorithm, the semi-urban 37-bus distribution system connected at bus 2 of the Roy Billinton Test System (RBTS), which is located at the secondary side of a 33/11 kV distribution substation, is used. The results finally illustrate the efficiency of the proposed method.

Delay distribution based robust H∞ control of networked control systems with uncertainties

Network induced delay in networked control systems (NCS) is inherently non-uniformly distributed and behaves with multifractal nature. However, such network characteristics have not been well considered in NCS analysis and synthesis. Making use of the information of the statistical distribution of NCS network induced delay, a delay distribution based stochastic model is adopted to link Quality-of-Control and network Quality-of-Service for NCS with uncertainties. From this model together with a tighter bounding technology for cross terms, H∞ NCS analysis is carried out with significantly improved stability results. Furthermore, a memoryless H∞ controller is designed to stabilize the NCS and to achieve the prescribed disturbance attenuation level. Numerical examples are given to demonstrate the effectiveness of the proposed method.

Technical note : modelling a complex micro-multileaf collimator using the standard BEAMnrc distribution

Purpose: The component modules in the standard BEAMnrc distribution may appear to be insufficient to model micro-multileaf collimators that have tri-faceted leaf ends and complex leaf profiles. This note indicates, however, that accurate Monte Carlo simulations of radiotherapy beams defined by a complex collimation device can be completed using BEAMnrc's standard VARMLC component module.---------- Methods: That this simple collimator model can produce spatially and dosimetrically accurate micro-collimated fields is illustrated using comparisons with ion chamber and film measurements of the dose deposited by square and irregular fields incident on planar, homogeneous water phantoms.---------- Results: Monte Carlo dose calculations for on- and off-axis fields are shown to produce good agreement with experimental values, even upon close examination of the penumbrae.--------- Conclusions: The use of a VARMLC model of the micro-multileaf collimator, along with a commissioned model of the associated linear accelerator, is therefore recommended as an alternative to the development or use of in-house or third-party component modules for simulating stereotactic radiotherapy and radiosurgery treatments. Simulation parameters for the VARMLC model are provided which should allow other researchers to adapt and use this model to study clinical stereotactic radiotherapy treatments.

Distribution profiles of key weather variables in Australian capital cities : implications for energy efficient building design

Local climate is a critical element in the design of energy efficient buildings. In this paper, ten years of historical weather data in Australia's eight capital cities were profiled and analysed to characterize the variations of climatic variables in Australia. The method of descriptive statistics was employed. Either the pattern of cumulative distribution and/or the profile of percentage distribution are presented. It was found that although weather variables vary with different locations, there is often a good, nearly linear relation between a weather variable and its cumulative percentage for the majority of middle part of the cumulative curves. By comparing the slopes of these distribution profiles, it may be possible to determine the relative range of changes of the particular weather variables for a given city. The implications of these distribution profiles of key weather variables on energy efficient building design are also discussed.

Rethinking genre studies through distribution analysis : issues in international horror movie circuits

The existence of any film genre depends on the effective operation of distribution networks. Contingencies of distribution play an important role in determining the content of individual texts and the characteristics of film genres; they enable new genres to emerge at the same time as they impose limits on generic change. This article sets out an alternative way of doing genre studies, based on an analysis of distributive circuits rather than film texts or generic categories. Our objective is to provide a conceptual framework that can account for the multiple ways in which distribution networks leave their traces on film texts and audience expectations, with specific reference to international horror networks, and to offer some preliminary suggestions as to how distribution analysis can be integrated into existing genre studies methodologies.

Distribution of benefits of irrigation induced technological changes and commodity markets : new evidence

A plethora of literature exists on irrigation development. However, only a few studies analyse the distributional issues associated with irrigation induced technological changes (IITC) in the context of commodity markets. Furthermore, these studies deal with only the theoretical arguments and to date no proper investigation has been conducted to examine the long-term benefits of adopting modern irrigation technology. This study investigates the long-term benefit changes of irrigation induced technological changes using data from Sri Lanka with reference to rice farming. The results show that (1) adopting modern technology on irrigation increases the overall social welfare through consumption of a larger quantity at a lower cost (2) the magnitude, sensitivity and distributional gains depend on the price elasticity of demand and supply as well as the size of the marketable surplus (3) non-farm sector gains are larger than farm sector gains (4) the distribution of the benefits among different types of producers depend on the magnitude of the expansion of the irrigated areas as well as the competition faced by traditional farmers (5) selective technological adoption and subsidies have a detrimental effect on the welfare of other producers who do not enjoy the same benefits (6) the short-term distributional effects are more severe than the long-term effects among different groups of farmers.

Optimal allocation and sizing of DGs in a distribution system using PSO

In this paper, the optimal allocation and sizing of distributed generators (DGs) in a distribution system is studied. To achieve this goal, an optimization problem should be solved in which the main objective is to minimize the DGs cost and to maximise the reliability simultaneously. The active power balance between loads and DGs during the isolation time is used as a constraint. Another point considered in this process is the load shedding. It means that if the summation of DGs active power in a zone, isolated by the sectionalizers because of a fault, is less than the total active power of loads located in that zone, the program start shedding the loads in one-by-one using the priority rule still the active power balance is satisfied. This assumption decreases the reliability index, SAIDI, compared with the case loads in a zone are shed when total DGs power is less than the total load power. To validate the proposed method, a 17-bus distribution system is employed and the results are analysed.

A rights management approach to securing data distribution in coalitions

As network capacity has increased over the past decade, individuals and organisations have found it increasingly appealing to make use of remote services in the form of service-oriented architectures and cloud computing services. Data processed by remote services, however, is no longer under the direct control of the individual or organisation that provided the data, leaving data owners at risk of data theft or misuse. This paper describes a model by which data owners can control the distribution and use of their data throughout a dynamic coalition of service providers using digital rights management technology. Our model allows a data owner to establish the trustworthiness of every member of a coalition employed to process data, and to communicate a machine-enforceable usage policy to every such member.

Distribution of polycyclic aromatic hydrocarbons in urban stormwater in Queensland, Australia

This paper reports the distribution of Polycyclic Aromatic Hydrocarbons (PAHs) in wash-off in urban stormwater in Gold Coast, Australia. Runoff samples collected from residential, industrial and commercial sites were separated into a dissolved fraction (<0.45µm), and three particulate fractions (0.45-75µm, 75-150µm and >150µm). Patterns in the distribution of PAHs in the fractions were investigated using Principal Component Analysis. Regardless of the land use and particle size fraction characteristics, the presence of organic carbon plays a dominant role in the distribution of PAHs. The PAHs concentrations were also found to decrease with rainfall duration. Generally, the 1- and 2-year average recurrence interval rainfall events were associated with the majority of the PAHs and the wash-off was a source limiting process. In the context of stormwater quality mitigation, targeting the initial part of the rainfall event is the most effective treatment strategy. The implications of the study results for urban stormwater quality management are also discussed.

Distribution of forces during fulcrum bending radiographs on adolescent idiopathic scoliosis patients

At the Mater Children’s Hospital, approximately 80% of patients presenting with Adolescent Idiopathic Scoliosis requiring corrective surgery receive a fulcrum bending radiograph. The fulcrum bending radiograph provides a measurement of spine flexibility and a better indication of achievable surgical correction than lateral-bending radiographs (Cheung and Luk, 1997; Hay et al 2008). The magnitude and distribution of the corrective force exerted by the bolster on the patient’s body is unknown. The objective of this pilot study was to measure, for the first time, the forces transmitted to the patient’s ribs through the bolster during the fulcrum bending radiograph.

A new method for improving reliability and line loss in distribution networks

In this paper, both Distributed Generators (DG) and capacitors are allocated and sized optimally for improving line loss and reliability. The objective function is composed of the investment cost of DGs and capacitors along with loss and reliability which are converted to the genuine dollar. The bus voltage and line current are considered as constraints which should be satisfied during the optimization procedure. Hybrid Particle Swarm Optimization as a heuristic based technique is used as the optimization method. The IEEE 69-bus test system is modified and employed to evaluate the proposed algorithm. The results illustrate that the lowest cost planning is found by optimizing both DGs and capacitors in distribution networks.