Extreme value distributions : theory and applications / Samuel Kotz, Saralees Nadarajah.

Format:

Book

Author/Creator:

Kotz, Samuel.

Contributor:

Nadarajah, Saralees.

Language:

English

Subjects (All):

Extreme value theory.

Physical Description:

1 online resource (vii, 185 p. ) ill.

Place of Publication:

London : Imperial College Press ; River Edge, N.J. : Distributed by World Scientific, c2000.

Language Note:

English

Summary:

A down-to-earth survey of the theory and practice of extreme value distributions - one of the most prominent success stories of modern applied probability and statistics. It should be useful both to beginners with a limited probabilistic background as well as to experts in the field.

A comprehensive and down-to-earth survey of the theory and practice of extreme value distributions - one of the most prominent success stories of modern applied probability and statistics. Originated by E.J. Gumbel in the early 1940s as a tool for predicting floods, extreme value distributions evolved during the last 50 years of the 20th century into a coherent theory with applications in practically all fields of human endeavour where maximal or minimal values (the so-called extremes) are of relevance. The book should be useful both for a beginner with a limited probabilistic background and to an expert in the field.

Contents:

Univariate extreme value distributions; generalized extreme value distributions; multivariate extreme value distributions.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (p. 151-178) and indexes.

ISBN:

9786611866341

9781281866349

1281866342

9781860944024

1860944027