We propose a copula based statistical method of fitting joint cumulative returns between a market index and a stock from the index family to daily data. Modifying the method of inference functions for margins (IFM method), we perform two separate maximum likelihood estimations of the univariate marginal distributions, assumed to be normal inverse gamma mixtures with kurtosis parameter equal to ...

In this paper, we focus on the reliability and performance analysis of Computer Centre (CC) at Yobe State University, Damaturu, Nigeria. The CC consists of three servers: one database mail server, one redundant and one for sharing with the client computers in the CC (called as a local server). Observing the different possibilities of the functioning of the CC, the analysis has been done to eval...

In designing coastal and nearshore structures, the joint probability of wave heights storm surges is essential in determining possible highest total water level. The key elements to accurately estimate are appropriate sampling extreme values selection functions for analysis. This study provide a full assessment performance different methods employed bivariate height surge samples analysed using...

In this paper, the authors have focused on the stochastic analysis of an internet data center (IDC), which consists of a database main server connected to a redundant server. Observing the different possibilities of functioning of the system, analysis has been done to evaluate the various reliability characteristics of the system. The system can completely fail due to failure of redundant serve...

There is an infinite number of parameters in the definition of multivariate maxima of moving maxima (M4) processes, which poses challenges in statistical applications where workable models are preferred. This paper establishes sufficient conditions under which an M4 process with infinite number of parameters may be approximated by an M4 process with finite number of parameters. In statistical i...

Wind energy is a kind of renewable that plays significant role in remote areas for pumping water. The windmill also used to generate electricity. known as wind pump when it In this work, the authors proposed complex hybrid model an example combined system (windmill, rechargeable battery and system) evaluate system’s performance. System performance was affected by degradation due failure. These ...

We consider an expression for the probability R=P(Y<X) where random variables X and Y denote strength stress, respectively. Our aim is to study effect of dependency between on R. assume that follow exponential distributions their modeled by a copula with parameter theta. obtain closed-form R Farlie-Gumbel-Morgenstern (FGM), Ali-Mikhail-Haq (AMH), Gumbel's bivariate copulas compute Gumbel-Hou...

The 4 original papers are 1. Larsen AD, Hannerz H, Obel C, Thulstrup AM, Bonde JP, Hougaard KS: Testing the association between psychosocial job strain and adverse birth outcomes design and methods. BMC Public Health 2011, 11: 255. 2. Larsen AD, Hannerz H, Juhl M, Obel C, Thulstrup AM, Bonde JP, Hougaard KS: Psychosocial job strain and risk of adverse birth outcomes: a study within the Danish n...