Verbon, F.C (2016) Extreme value statistics. Bachelor's Thesis, Mathematics.
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Abstract
In this thesis we study extreme value statistics. First the conditions and issues and basic modelling of statistical sample spaces will be discussed. Then the theory of the extremal types theorem will be used to determine extreme value distribution models of large data sets. We use both exact known distributions to compute the generalized extreme value model and the unknown distributions. As an application we consider data of induced earthquakes in the Netherlands. In the last section we compute return levels to estimate the probability of extreme events.
| Item Type: | Thesis (Bachelor's Thesis) |
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| Degree programme: | Mathematics |
| Thesis type: | Bachelor's Thesis |
| Language: | English |
| Date Deposited: | 15 Feb 2018 08:13 |
| Last Modified: | 15 Feb 2018 08:13 |
| URI: | https://fse.studenttheses.ub.rug.nl/id/eprint/14109 |
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