## Consider a strategy with five years of daily IID Normal returns.

Consider a strategy with five years of daily IID Normal returns. The best trial out of ten yields an annualized Sharpe ratio of 2, where the variance across the annualized Sharpe ratios is 1. a What is the expected maximum Sharpe ratio? Hint: Apply the False Strategy theorem. b After one trial, what is the probability of observing a maximum Sharpe ratio equal or higher than 2? Hint: This is the probabilistic Sharpe ratio. c After ten trials, what is the probability of observing a maximum Sharpe ratio equal or higher than 2? Hint: This is the deflated Sharpe ratio

### design suitable bearings to support the load for at least 5E8 cycles at 1 200 rpm using deepgroove ball bearings.

The shaft shown in Figure P11-4 was designed in Problem 10-19. For the data in row (a) of Table P11-1, and the corresponding diameter of shaft found in Problem 10-19,….

### Find the minimum film thickness for a long bearing with the following data: 30-mm dia, 130 mm long, 0.0015 clearance ratio, 1 500 rpm, ISO VG 100 oil at 200°F, and supporting a load of 7 kN.

1.       A paper machine processes rolls of paper having a density of 984 kg/m3. The paper roll is 1.50-m OD X 22-cm ID X 3.23-m long and is on a simply supported, 22-cm OD, steel….

### Find the minimum film thickness for a bearing with these data: 30-mm dia, 25 mm long, 0.0015 clearance ratio, 1 500 rpm, ON = 30, ISO VG 220 oil at 200°F.

1.       Problem 7-12 estimated the volume of adhesive wear to expect from a steel shaft of 40 mm dia rotating at 250 rpm for 10 years in a plain bronze….