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Mengenal Data Ekstrim dan Distribusinya
Oleh:
Bisono, Indriati
Jenis:
Article from Journal - ilmiah nasional - terakreditasi DIKTI - non-atma jaya
Dalam koleksi:
Jurnal Teknik Industri vol. 13 no. 2 (Dec. 2011)
,
page 81-86.
Topik:
Extreme Value
;
Generalized Extreme Value Distribution
;
Generalized Pareto Distribution
;
Return Level
Fulltext:
18300-21234-3-PB.pdf
(538.31KB)
Isi artikel
People adopt many definitions for extremes. One such definition is that extremes are simply the upper tail data. In this paper we briefly review the types of upper tail data, the limiting distribution of extreme values, the analysis and the model diagnostics. We also provide a simple example of fitting generalized extreme values (GEV) for climate extremes.
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