The thesis deals with extreme value distributions and censored samples. Theoretical part describes a maximum likelihood method, types of censored samples and introduce a extreme value distributions. In the thesis are derived likelihood equations for censored samples from exponential, Weibull, lognormal, Gumbel and generalized extreme value distribution. For these distributions are also derived asymptotic interval estimates and is made simulation studies on the dependence of the parameter estimate on the percentage of censoring.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:229487 |
| Date | January 2011 |
| Creators | Chabičovský, Martin |
| Contributors | Karpíšek, Zdeněk, Michálek, Jaroslav |
| Publisher | Vysoké učení technické v Brně. Fakulta strojního inženýrství |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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