Mengenal Data Ekstrim dan Distribusinya

Mengenal Data Ekstrim dan Distribusinya

People adopt many definitions for extremes. One such definition is that extremes are simply the upper tail data. In this paper we briefly review the types of upper tail data, the limiting distribution of extreme values, the analysis and the model diagnostics. We also provide a simple example of fitt...

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Bibliographic Details
Main Author: Indriati Bisono
Format: Article
Language:English
Published: Petra Christian University 2011-01-01
Series:Jurnal Teknik Industri
Subjects:
Extreme value
generalized extreme value distribution
generalized pareto distribution
return level
Online Access:http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/18300
Description
Summary:People adopt many definitions for extremes. One such definition is that extremes are simply the upper tail data. In this paper we briefly review the types of upper tail data, the limiting distribution of extreme values, the analysis and the model diagnostics. We also provide a simple example of fitting generalized extreme values (GEV) for climate extremes
ISSN:1411-2485

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