This paper presents an algorithm for generating correlated vectors of random numbers. The user need not fully specify the joint distribution function; instead, the user "partially specifies" only the marginal distributions and the correlation matrix. The algorithm may be applied to any set of continuous, strictly increasing distribution functions; the marginal distributions need not all be of the same functional form. The correlation matrix is first checked for mathematical consistency (positive semi-definiteness), and adjusted if necessary. Then the correlated random vectors are generated using a combination of Cholesky decomposition and Gauss-Newton iteration. Applications are made to cost analysis, where correlations are often present between cost elements in a work breakdown structure.Simulation, Random Number Generation, Correlation, Gauss-Newton Method
' interest. 5 2. This Research Contribution was prepared in connection Z ' with CNA's study of Personnel Management in the All V Volunteer Force. It reports the updating of a screening technique (SCREEN) for controlling first-year attrition that was developed on regular Navy recruits during the #_ first year of the AVF. SCREEN has been used in qualifying applicants for enlistment since 1976. The LL ' technique is applied to regular Navy recruits in 1977 0 •and extended to reservists in the Active-Mariner program and women. The benefits and costs of different SCREEN qualifying scores are evaluated, and prospects LU ~ for improved screening are discussed.. 91 3. Research Contributions are distributed for their potential value in other studies and analyses. They z do not necessarily represent the opinion of the Department of the Navy.
Immunocompetence and prognosis are related in solid tumors, malignant lymphomas, and acute leukemia. Among the parameters of immunocompetence vigorous delayed-type hypersensitivity responses to recall antigens or to primary immunization with Keyhole limpet hemocyanin, vigorous in vitro lymphocyte blastogenic responses to mitogens such as PHA, and relatively high B-lymphocyte levels, all correlate with a good prognosis. The spectrum of immune reactivity as measured by established delayed-type hypersensitivity to recall antigens and in vitro blastogenic responses to mitogens and antigens is similar in melanoma patients and their nontumor-bearing spouses. In melanoma, only patients with widespread inoperable metastatic disease show severe immunological deficiency and this is selective for certain antigens. There are highly significant differences in response to specific antigens when patients with melanoma and lung cancer are compared. Immunotherapy with BCG and C. parvum can boost immunocompetence as measured by recall DTH skin testing. However, the relationship between the initial immunocompetence and prognosis still holds in patients receiving BCG immunotherapy to prevent recurrence of melanoma. These data indicate that a broader survey of immunological reactivity in cancer patients is needed, that immunological testing is useful in cancer prognosis clinically, and that the results of immunological testing can be used to evaluate therapy and to indicate new pathways for improved treatment.
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