Search for dissertations about: "extreme value distribution"

Showing result 1 - 5 of 41 swedish dissertations containing the words extreme value distribution.

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

    Author : MirNabi PirouziFard; Statistiska institutionen; []
    Keywords : 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;

    Abstract : 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. READ MORE

  4. 2. Moment Estimation Using Extreme Value Methods

    Author : Joachim Johansson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Pareto distribution; mean estimation; heavy tailed distributions; telecommunication; m -dependence; superpopulation sampling; peaks over threshold; telecommunication;

    Abstract : The thesis is composed of three papers, all dealing with the application of extreme value methods to the problem of moment estimation for heavy-tailed distributions. In Paper A, an asymptotically normally distributed estimate for the expected value of a positive random variable with infinite variance is introduced. READ MORE

  5. 3. Large and rare : An extreme values approach to estimating the distribution of large defects in high-performance steels

    Author : Jens Ekengren; Jens Bergström; Christer Burman; Thomas Svensson; Karlstads universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Non-metallic inclusions; Tool steel; Extreme value statistics; Distribution of defects; Generalized extreme values; Materialteknik; Materials Engineering;

    Abstract : The presence of different types of defects is an important reality for manufacturers and users of engineering materials. Generally, the defects are either considered to be the unwanted products of impurities in the raw materials or to have been introduced during the manufacturing process. READ MORE

  6. 4. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics

    Author : Dmitrii Zholud; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Extreme Value Statistics; High-Throughput Screening; HTS; Bioinformatics; analysis of huge datasets; quality control; correction of theoretical p-values; comparison of pre-processing methods; SmartTail; estimation of False Discovery Rates; test power; distribution tail; high level excursions; quantile estimation; multiple testing; Student t−test; Welch statistic; small sample sizes; F−test; Wiener process; Gaussian random walk; Shepp statistic; limit theorems; exotic options.; estimation of False Discovery Rates;

    Abstract : This thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described here, however, are applicable to statistical analysis of huge datasets in general. The main results are covered in four papers. READ MORE

  7. 5. The material distribution method : analysis and acoustics applications

    Author : Fotios Kasolis; Martin Berggren; Volker Schulz; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Material distribution method; fictitious domain method; finite element method; Helmholtz equation; linear elasticity; shape optimization; topology optimization;

    Abstract : For the purpose of numerically simulating continuum mechanical structures, different types of material may be represented by the extreme values {,1}, where 0.... READ MORE