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Title:Osnove teorije ekstremnih vrednosti
Authors:ID Herga, Sabina (Author)
ID Benkovič, Dominik (Mentor) More about this mentor... New window
Files:.pdf MAG_Herga_Sabina_2014.pdf (796,36 KB)
MD5: 68936E461F5CBBF8F7D078246392255F
 
Language:Slovenian
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FNM - Faculty of Natural Sciences and Mathematics
Abstract:V magistrskem delu so predstavljene osnove teorije ekstremnih vrednosti. Na začetku dela so povzeti osnovni pojmi iz verjetnosti in statistike, ki so potrebni za razumevanje snovi. Osrednji del magistrskega dela je namenjen opisu glavnih dveh pristopov, ki se uporabljata v teoriji ekstremnih vrednosti. Kot prvi pristop je to model maksimumov skupin podatkov in kot drugi je to model preseganja mejnih vrednosti. Pri vsakem pristopu je zapisana teoretična izpeljava in podan šše praktičen zgled, za lažje razumevanje. Na zgledih so tako obravnavani nekateri ekstremni dogodki v naravi, kot so količina dnevnih padavin, letne maksimalne morske gladine ...
Keywords:Teorija ekstremnih vrednosti, model maksimumov skupin podatkov, model preseganja mejnih vrednosti.
Place of publishing:Maribor
Publisher:[S. Herga]
Year of publishing:2014
PID:20.500.12556/DKUM-46754 New window
UDC:519.2(043.2)
COBISS.SI-ID:20991496 New window
NUK URN:URN:SI:UM:DK:QSVYKVSV
Publication date in DKUM:11.12.2014
Views:1812
Downloads:239
Metadata:XML DC-XML DC-RDF
Categories:FNM
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Secondary language

Language:English
Title:Basics of the theory of extreme values
Abstract:In this master thesis the basics of the theory of extreme values are presented. At the beginning of the thesis we summarize some basic concepts of probability and statistics. The central part of the master thesis is devoted to the description of the two main approaches, which are used in the theory of extreme values. The fi…rst approach is called block maxima model and the second one is called peak over threshold model. For each approach we give a theoretical derivation and for a better understanding also a practical example. Through examples we consider some extreme events in nature such as daily rainfall levels, annual maximum sea-levels...
Keywords:the theory of extreme values, block maxima model, peak over threshold.


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