Srednji povratni period ekstremnog dogadjaja
Nastava matematike, LXII (2017) no. 1, p. 44
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This article reviews some fundamental results of classical extreme value theory, including two basic approaches to identifying extremes in real data (the block maxima method and the peaks-over-threshold method) and related limit theorems. It is shown how the mean return period of extreme event can be obtained, which was illustrated with several examples dealing with specified probability distributions.
Classification :
97K60 K65
Keywords: extremal values, Parret distribution, extremal events
Keywords: extremal values, Parret distribution, extremal events
@article{NM_2017_LXII_1_a6,
author = {Lenka Glava\v{s} and Pavle Mladenovi\'c},
title = {Srednji povratni period ekstremnog dogadjaja},
journal = {Nastava matematike},
pages = {44 },
publisher = {mathdoc},
volume = {LXII},
number = {1},
year = {2017},
language = {en},
url = {http://geodesic.mathdoc.fr/item/NM_2017_LXII_1_a6/}
}
Lenka Glavaš; Pavle Mladenović. Srednji povratni period ekstremnog dogadjaja. Nastava matematike, LXII (2017) no. 1, p. 44 . http://geodesic.mathdoc.fr/item/NM_2017_LXII_1_a6/