Contribution À la Théorie de Valeurs Extrêmes

Contribution À la Théorie de Valeurs Extrêmes PDF Author: Jean Geffroy
Publisher:
ISBN:
Category :
Languages : en
Pages : 185

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Book Description

Contribution À la Théorie de Valeurs Extrêmes

Contribution À la Théorie de Valeurs Extrêmes PDF Author: Jean Geffroy
Publisher:
ISBN:
Category :
Languages : en
Pages : 185

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Book Description


Laws of Small Numbers: Extremes and Rare Events

Laws of Small Numbers: Extremes and Rare Events PDF Author: Michael Falk
Publisher: Birkhäuser
ISBN: 3034877919
Category : Mathematics
Languages : en
Pages : 381

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Book Description
Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. Laws of Small Numbers gives a mathematically oriented development of the theory of rare events underlying various applications. The new edition incorporates numerous new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.

Extreme Value Distributions

Extreme Value Distributions PDF Author: Samuel Kotz
Publisher: World Scientific
ISBN: 1860944027
Category : Mathematics
Languages : en
Pages : 195

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Book Description
This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions OCo one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited probabilistic background and to expert in the field. Sample Chapter(s). Chapter 1.1: Historical Survey (139 KB). Chapter 1.2: The Three Types of Extreme Value Distributions (146 KB). Chapter 1.3: Limiting Distributions and Domain of Attraction (210 KB). Chapter 1.4: Distribution Function and Moments of Type 1 Distribution (160 KB). Chapter 1.5: Order Statistics, Record Values and Characterizations (175 KB). Contents: Univariate Extreme Value Distributions; Generalized Extreme Value Distributions; Multivariate Extreme Value Distributions. Readership: Applied probabilists, applied statisticians, environmental scientists, climatologists, industrial engineers and management experts."

Order Statistics

Order Statistics PDF Author: Herbert A. David
Publisher: John Wiley & Sons
ISBN: 0471654019
Category : Mathematics
Languages : en
Pages : 482

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Book Description
This volume provides an up-to-date coverage of the theory and applications of ordered random variables and their functions. Furthermore, it develops the distribution theory of OS systematically. Applications include procedures for the treatment of outliers and other data analysis techniques. Even when chapter and section headings are the same as in OSII, there are appreciable changes, mostly additions, with some obvious deletions. Parts of old Ch. 7, for example, are prime candidates for omission. Appendices are designed to help collate tables, computer algorithms, and software, as well as to compile related monographs on the subject matter. Extensive exercise sets will continue, many of them replaced by newer ones.

Statistics of Extremes

Statistics of Extremes PDF Author: E. J. Gumbel
Publisher: Courier Corporation
ISBN: 0486154483
Category : Mathematics
Languages : en
Pages : 402

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Book Description
This classic text covers order statistics and their exceedances; exact distribution of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and 3rd asymptotes; more. 1958 edition. Includes 44 tables and 97 graphs.

A Survey of the Literature on the Size Effect on Material Strength

A Survey of the Literature on the Size Effect on Material Strength PDF Author: H. Leon Harter
Publisher:
ISBN:
Category : Composite materials
Languages : en
Pages : 464

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Book Description
Nearly 500 years ago, Leonardo da Vinci observed that long wires are weaker than short wires of the same diameter. The statistical theory of extreme values (weakest-link theory) plays a very important role in studies of the size effect; competing theories include the energy theory and the technological theory. Summaries are given of relevant publications identified in the course of a literature survey on the size effect. Since this survey was motivated by concern about the reliability of large composite aircraft structures, which are now coming into use, special attention is given to the size effect on composite materials and structures. An attempt is made to summarize the present state of knowledge and to identify unsolved problems requiring further research.

Heavy-Tail Phenomena

Heavy-Tail Phenomena PDF Author: Sidney I. Resnick
Publisher: Springer Science & Business Media
ISBN: 0387242724
Category : Business & Economics
Languages : en
Pages : 412

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Book Description
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models. Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.

Continuous Univariate Distributions, Volume 2

Continuous Univariate Distributions, Volume 2 PDF Author: Norman L. Johnson
Publisher: John Wiley & Sons
ISBN: 0471584940
Category : Mathematics
Languages : en
Pages : 747

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Book Description
Comprehensive reference for statistical distributions Continuous Univariate Distributions, Volume 2 provides in-depth reference for anyone who applies statistical distributions in fields including engineering, business, economics, and the sciences. Covering a range of distributions, both common and uncommon, this book includes guidance toward extreme value, logistics, Laplace, beta, rectangular, noncentral distributions and more. Each distribution is presented individually for ease of reference, with clear explanations of methods of inference, tolerance limits, applications, characterizations, and other important aspects, including reference to other related distributions.

Statistics of Extremes

Statistics of Extremes PDF Author: Jan Beirlant
Publisher: John Wiley & Sons
ISBN: 9780471976479
Category : Mathematics
Languages : en
Pages : 516

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Book Description
Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.

Goodness-of-Fit Tests and Model Validity

Goodness-of-Fit Tests and Model Validity PDF Author: C. Huber-Carol
Publisher: Springer Science & Business Media
ISBN: 1461201039
Category : Mathematics
Languages : en
Pages : 512

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Book Description
The 37 expository articles in this volume provide broad coverage of important topics relating to the theory, methods, and applications of goodness-of-fit tests and model validity. The book is divided into eight parts, each of which presents topics written by expert researchers in their areas. Key features include: * state-of-the-art exposition of modern model validity methods, graphical techniques, and computer-intensive methods * systematic presentation with sufficient history and coverage of the fundamentals of the subject * exposure to recent research and a variety of open problems * many interesting real life examples for practitioners * extensive bibliography, with special emphasis on recent literature * subject index This comprehensive reference work will serve the statistical and applied mathematics communities as well as practitioners in the field.