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master's thesis
Generalizirana Gaussova distribucija
2022. urn:nbn:hr:126:546803
Kalkan, Domagoj
Josip Juraj Strossmayer University of Osijek
Department of Mathematics

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Kalkan, D. (2022). Generalizirana Gaussova distribucija (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:546803

Kalkan, Domagoj. "Generalizirana Gaussova distribucija." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2022. https://urn.nsk.hr/urn:nbn:hr:126:546803

Kalkan, Domagoj. "Generalizirana Gaussova distribucija." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2022. https://urn.nsk.hr/urn:nbn:hr:126:546803

Kalkan, D. (2022). 'Generalizirana Gaussova distribucija', Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, accessed 20 October 2024, https://urn.nsk.hr/urn:nbn:hr:126:546803

Kalkan D. Generalizirana Gaussova distribucija [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics; 2022 [cited 2024 October 20] Available at: https://urn.nsk.hr/urn:nbn:hr:126:546803

D. Kalkan, "Generalizirana Gaussova distribucija", Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, Osijek, 2022. Available at: https://urn.nsk.hr/urn:nbn:hr:126:546803

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Metadata
TitleGeneralizirana Gaussova distribucija
Title (english)Generalized Gaussian Distribution
AuthorDomagoj Kalkan
MentorNenad Šuvak (mentor)
Committee memberMirta Benšić (predsjednik povjerenstva)
Committee memberNenad Šuvak (član povjerenstva)
Committee memberIvan Papić (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Department of Mathematics
Osijek
Defense date and country2022-10-28, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Other Mathematical Disciplines
Abstract
U ovom smo radu definirali generaliziranu Gaussovu distribucije te analizirali njezina svojstva. Nakon toga, uz dani slučajni uzorak, smo napravili procjenu parametara koristeći metodu momenata i metodu maksimalne vjerodostojnosti. Osim toga, dotakli smo se asimptotike i karakteristične funkcije. Unutar same karakteristične funkcije, definirali smo njezina analitička svojstva. Naposljetku, napravili smo razne simulacije slučajnih uzoraka iz generalizirane Gaussove distribucije, na temelju njih procijenili parametre te distribucije i procjene usporedili s obzirom na dimenziju uzorka.
Abstract (english)
In this paper, we defined the generalized Gaussian distribution and analyzed on its properties. After that, with the given random sample, we estimated the parameters using the method of moments and the maximum likelihood method. In addition, we touched on asymptotics and the characteristic function. Within the characteristic function itself, we have defined its analytical properties. Finally, we made various simulations of random samples from the generalized Gaussian distribution, based on them we estimated the parameters of that distribution and compared the estimates with respect to the sample size.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:546803
Study programmeTitle: Mathematics; specializations in: Financial and Statistical Mathematics, Mathematics and Computer Science, Industrial and Applied Mathematics
Course: Financial and Statistical Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2022-11-14 07:03:45