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master's thesis
Distribucije ekstremnih vrijednosti i primjene
Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2021. urn:nbn:hr:126:949278
Peranić, Martina
Josip Juraj Strossmayer University of Osijek
Department of Mathematics
Chair of Pure Mathematics
Algebra and Calculus Research Group

Cite this document

Peranić, M. (2021). Distribucije ekstremnih vrijednosti i primjene (Master's thesis). Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:949278

Peranić, Martina. "Distribucije ekstremnih vrijednosti i primjene." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2021. https://urn.nsk.hr/urn:nbn:hr:126:949278

Peranić, Martina. "Distribucije ekstremnih vrijednosti i primjene." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2021. https://urn.nsk.hr/urn:nbn:hr:126:949278

Peranić, M. (2021). 'Distribucije ekstremnih vrijednosti i primjene', Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, accessed 28 March 2023, https://urn.nsk.hr/urn:nbn:hr:126:949278

Peranić M. Distribucije ekstremnih vrijednosti i primjene [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics; 2021 [cited 2023 March 28] Available at: https://urn.nsk.hr/urn:nbn:hr:126:949278

M. Peranić, "Distribucije ekstremnih vrijednosti i primjene", Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, Osijek, 2021. Available at: https://urn.nsk.hr/urn:nbn:hr:126:949278

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Metadata
TitleDistribucije ekstremnih vrijednosti i primjene
Title (english)Extreme Value Distributions and Application
AuthorMartina Peranić
MentorDanijel Grahovac (mentor)
Committee memberNenad Šuvak (predsjednik povjerenstva)
Committee memberDanijel Grahovac (član povjerenstva)
Committee memberIvan Papić (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Department of Mathematics
(Chair of Pure Mathematics)
(Algebra and Calculus Research Group)
Osijek
Defense date and country2021-06-23, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Probability Theory and Statistics
Abstract
U ovom diplomskom radu opisane su distribucije ekstremnih vrijednosti. Te se distribucije jedine mogu pojaviti kao granične distribucije parcijalnih maksimuma (minimuma), a postroje tri tipa: Fréchetova , Weibullova i Gumbelova distribucija. Opisani su granični rezultati i identificirane maksimalne domene atrakcije pojedine distribucije. Ova tri oblika distribucija mogu se objediniti u jedan zapis, generaliziranu distribuciju ekstremnih vrijednosti. U radu su također navedeni neki procjenitelji parametara. Na kraju rada navedena je primjena teorije kroz primjer. Primjer se bazira na članku J. Einmahla: ”Ultimate 100m world records throught extreme-value theory”.
Abstract (english)
Extreme value distributions are described in this thesis. Those distributions are the only possible limit laws for maxima (minima) and there exists three types of distribution functions: Fréchet, Weibull and Gumbel distribution. The limit laws are described and maximum domain of attraction for every distribution is identified. Those three distributions can be represented as one, the generalised extreme value distribution. The parameter estimation is discussed and a practical example is given. The example is based on the article by J. Einmahl: ”Ultimate 100m world records throught extreme value theory”.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:949278
Study programmeTitle: Mathematics; specializations in: Financial and Statistical Mathematics, Mathematics and Computer Science, Industrial and Applied Mathematics
Course: Financial and Statistical Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
RepositoryRepository of Department of Mathematics Osijek
Created on2021-06-23 11:37:36