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 statistic...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.展开更多
文摘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.
