Statistički problemi ocenjivanja količnika disperzija i visokih kvantila raspodela

eBiblioteka

 
 

Statistički problemi ocenjivanja količnika disperzija i visokih kvantila raspodela

Show simple item record

dc.contributor.advisor Mladenović, Pavle
dc.contributor.author Stanojević, Jelena
dc.date.accessioned 2016-08-09T07:12:02Z
dc.date.available 2016-08-09T07:12:02Z
dc.date.issued 2015-05
dc.identifier.uri http://hdl.handle.net/123456789/4261
dc.description.abstract The main goal of the thesis is the development of a new suggested trans- form con¯dence intervals for the ratio of the variances of the two samples. Since now, the methods based on the F statistic have been suggested in the literature. However, the defect of that intervals is the huge sensitivity in re- lation with assumption of parameters distribution. Suggested statistic could be modi¯ed. Edgeworth expansion of the t-statistic has found the place in the thesis and based on that intervals have been compared. Also, on the base of the simulation it was point out that Johnsons transformation give better result in the sense of probability covering in regard to F interval and interval based on Halls transformation. Moreover, the con¯dence intervals for the mean and variances for the one and two sample problems have been considered in the dissertation. Especially, the problem of the di®erence of the proportions for the two samples, with the numerical results and data from the insurance. In addition, the existing methods for the estimation of the extreme value index and the high quantiles have been reviewed. Particularly, the direct simulation estimation of the quantile and probability covering of its deviation from the rights value, for Pareto and Gamma distributions, and also for general Pareto distribution have been discussed. The results were obtained by large deviation theory and their generalization on the topological spaces is stated. In this research, beside the probability theory and elemen- tary principles of the classical analysis, methods of the statistical theory and statistical conclusions have been applied. en_US
dc.description.provenance Submitted by Slavisha Milisavljevic (slavisha) on 2016-08-09T07:12:02Z No. of bitstreams: 1 phdJelenaStanojevic.pdf: 1063701 bytes, checksum: 984e97a1ffb052035ff230e12cfb2a65 (MD5) en
dc.description.provenance Made available in DSpace on 2016-08-09T07:12:02Z (GMT). No. of bitstreams: 1 phdJelenaStanojevic.pdf: 1063701 bytes, checksum: 984e97a1ffb052035ff230e12cfb2a65 (MD5) Previous issue date: 2015-05 en
dc.language.iso sr en_US
dc.publisher Beograd en_US
dc.title Statistički problemi ocenjivanja količnika disperzija i visokih kvantila raspodela en_US
mf.author.birth-date 1978-05-16
mf.author.birth-place Leskovac en_US
mf.author.birth-country Srbija en_US
mf.author.residence-state Srbija en_US
mf.author.citizenship Srpsko en_US
mf.author.nationality Srpkinja en_US
mf.subject.area Statistika en_US
mf.subject.keywords Estimation of the ratio of two variances, estimation of the ex- treme value index and high quantiles, direct simulation estimation, large de- viation theory, Tihonov topological space, idempotent measure, idempotent integration. en_US
mf.contributor.committee Janković, Slobodanka
mf.contributor.committee Petrović, Ljiljana
mf.university.faculty Mathematical Faculty en_US
mf.document.references 10 en_US
mf.document.pages 140 en_US
mf.document.location Beograd en_US
mf.document.genealogy-project No en_US
mf.university Belgrade University en_US

Files in this item

Files Size Format View
phdJelenaStanojevic.pdf 1.063Mb PDF View/Open

This item appears in the following Collection(s)

Show simple item record