magistrsko delo
Sabina Herga (Author), Dominik Benkovič (Mentor)

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 š%e 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;magistrska dela;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UM FNM - Faculty of Natural Sciences and Mathematics
Publisher: [S. Herga]
UDC: 519.2(043.2)
COBISS: 20991496 Link will open in a new window
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Downloads: 129
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Other data

Secondary language: English
Secondary title: Basics of the theory of extreme values
Secondary 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 first 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 ...
Secondary keywords: theory of extreme values;block maxima model;peak over treshold;master theses;
URN: URN:SI:UM:
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Mariboru, Fak. za naravoslovje in matematiko, Oddelek za matematiko in računalništvo
Pages: 65 f.
ID: 8730987