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Statistika extrémních hodnot / Statistics of extremes

The thesis deals with extreme value distributions. The theoretical part is devoted to the basics of extreme value theory and to the characterization of extreme value distributions. There is the limit theorem for distributions of the maximum formulated and characteristics of the extreme value distributions deduced. There are parameter estimates for Weibull, lognormal and exponential distributions inferred using method of maximum likelihood and method of moments. There is also the theory of censored samples described. The practical part is devoted to statistical analysis of rainfall.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:228885
Date January 2009
CreatorsFusek, Michal
ContributorsNeubauer, Jiří, Michálek, Jaroslav
PublisherVysoké učení technické v Brně. Fakulta strojního inženýrství
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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