Mengenal Data Ekstrim dan Distribusinya

Authors

  • Indriati Bisono Fakultas Teknonologi Industri, Jurusan Teknik Industri, Universitas Kristen Petra, Jl Siwalankerto 121-131 Surabaya 60238, Faculty of Science, Department of Mathematics and Statistics, The University of Melbourne, Parkville, VIC, 3010

DOI:

https://doi.org/10.9744/jti.13.2.81-86

Keywords:

Extreme value, generalized extreme value distribution, generalized pareto distribution, return level

Abstract

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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Published

2012-01-24