Application of Extreme Value Theory to Generation and Analysis of Pseudorandom Samples  

作　　者：Svitlana Trukhan Petro Bidyuk 

机构地区：[1]National Technical University of Ukraine'KPI ', Institute for Applied System Analysis, Mathematical methods of System Analysis Department, Peremohy Avenue, 37, Kyiv, 03056, Ukraine. [2]National Technical University of Ukraine 'KPI', Institute for Applied System Analysis, Mathematical methods of System Analysis Department, Peremohy Avenue, 37, Kyiv, 03056, Ukraine.

出　　处：《Journal of Mathematics and System Science》2016年第4期129-138,共10页数学和系统科学（英文版）

摘　　要：The article deals with the methodology of pseudorandom data analysis. As a mathematical tool for carrying out the research the extreme value theory was used that creates one of the directions in mathematical statistics, and is related to investigating the extreme deviations from the median values in probability distributions. Also, the methods for estimating unknown parameters and algorithm of random-number generation are discussed. The models of treatment the extreme values are constructed which are based on machine generated sample and approach is proposed for their future application for constructing forecasting models.

关 键 词：Extreme value theory extreme value threshold simulation and modeling maximum likelihood estimator pseudorandomsample generation. 

分 类 号：O212.1[理学—概率论与数理统计] O212[理学—数学]