In this paper the parameters of the generalized Pareto cumulative distribution functions of the marginals and the parameter θ of the connecting copula for the water maximum discharges and water volumes are obtained. The isolines for C(F(x),G(y)) =1−ε and for C∗ (F(x),G(y))=ε will be drawn.

In this paper we will check the homogeneity/heterogeneity of Levy processes using some non-parametric homogeneity tests. First we create two samples from two Levy processes starting from the definition of the Levy process, and next we test if the two samples have the same distribution. Using the...

In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free service channels (he/she chooses the...

In this paper we model the fraud-like investment founds using place-transition Petri nets. We will also classify the business using regression line in order to find the possible fraud-like investment founds. In these regression lines we compute analytical the mark of a place in function of some...

In this paper we compute performance indices like those from Mereuta et all. (2007) using the eigenvalues and the eigenvectors of the variance-covariance matrix of these indices. The eigenvalues are used in this paper to give natural weights to the performance indices in order to compute the...

In this paper we will use the Bayesian inference for the parameters that appear in the queueing systems. We will estimate these parameters and we will build confidence intervals and significance tests for them, considering the parameters of the exponential Poisson and geometric distribution. We...

In this article we will determine the confidence regions for the parameters of a distribution and versions of some tests without using tables that contain centiles.

In this paper we will classify patterns using an algorithm analogous to the k-means algorithm and the principal components regression (PCR). We will also present a financial application in which we apply PCR if the points represent the interests for accounts with different terms.

In this paper we will classify patterns using an algorithm analogous to the k-means algorithm and the regression polynomial of the degree k (for instance, if k=1 we obtain the regression line, and if k=2 we obtain the regression parable), and the regression hyper-plane. We will also present a...

In this paper we apply the Monte Carlo method to find the eigenvalues and the eigenvectors of a k-symmetric matrix A. At first we add to the main diagonal of A a real number large enough to obtain a covariance matrix B and we take into account that the minimum sum of the squares in the principal...