Sökning: "Extreme value statistics"

Visar resultat 1 - 5 av 26 avhandlingar innehållade orden Extreme value statistics.

1. 1. Some Contributions to Description and Validation of the Extreme Value Distribution

   Författare :MirNabi PirouziFard; Statistiska institutionen; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; weighted least squares estimator.; probability plot; power of tests; extreme value distribution; variances and covariances; goodness-of-fit tests; order statistics; Approximations of means;

   Sammanfattning : This thesis focuses on the validation and description of the Gumbel distribution. Since this is a scale and location parameter distribution, the generalized least squares regression of the order statistics on the expected values can be used, without the necessity of iteration, to obtain the best linear unbiased estimates of the parameters. LÄS MER

3. 2. On Degree Variance in Random Graphs

   Författare :Jan Hagberg; Ove Frank; Tom A.B. Snijders; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Degree Sequences; Uniform Random Graphs; Bernoulli Graphs; Degree Moments; Degree Statistics; Degree Variance; Gamma Approximation; Centrality Testing; Integer Sequences; Statistics; Statistik;

   Sammanfattning : This thesis is concerned with degree moments and degree variance in random graphs. The degree of vertex i in a graph is the number of edges incident to vertex i.In the first paper, degree moments and functions of degree moments are investigated for three random graph models. LÄS MER

4. 3. Survey estimation for highly skewed data

   Författare :Forough Karlberg; Chris Skinner; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Extreme values; skewed populations; model-based inference; superpopulation; lognormal distribution; statistik; Statistics;

   Sammanfattning : Estimation of the population total of a highly skewed survey variable from a small sample is problematic if straightforward methods are used since (i) when there are no extreme values in the sample, too small estimates will be obtained (ii) if extreme values are sampled, the estimates will become grotesquely large. Traditional methods for outlier treatment will usually compensate for outliers in the sample, thereby avoiding (ii), whereas the small negative bias of (i) will persist. LÄS MER

5. 4. Characterizing Temporal Changes and Inter-Site Correlations in Daily and Sub-Daily Precipitation Extremes

   Författare :Agne Burauskaite-Harju; Anders Grimvall; Marian Scott; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Klimatförändringar; matematiska modeller; Statistics; Statistik;

   Sammanfattning : Information on weather extremes is essential for risk awareness in planning of infrastructure and agriculture, and it may also playa key role in our ability to adapt to recurrent or more or less unique extreme events. This thesis reports new statistical methodologies that can aid climate risk assessment under conditions of climate change. LÄS MER

7. 5. Fatigue Assessment and Extreme Response Prediction of Ship Structures

   Författare :Wengang Mao; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Fatigue assessment; extreme response; rainflow; narrow-band approximation; Laplace Moving Average model; transformed Gaussian; zero up-crossing response frequency; significant wave height; safety index; upcrossing spectrum; long term cumulative distribution function; ship routing.; transformed Gaussian;

   Sammanfattning : In this thesis, a simplified narrow-band approximation model is proposed to estimate fatigue damage of ship structures, and an efficient method for extreme response predictions is also developed using upcrossing spectrums of ship responses. The proposed fatigue model includes two main parameters, significant stress range hs and zero upcrossing frequency fz. LÄS MER