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Author: Enrique Castillo
Publisher: Wiley-Interscience
ISBN: 9780471671725
Category : Mathematics
Languages : en
Pages : 0
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Book Description
A straightforward, practical guide to extreme value modeling for today's world Measuring and interpreting data for extreme values presents a unique and important challenge that has far-reaching implications for all aspects of modern engineering and science. Extreme Value and Related Models with Applications in Engineering and Science reflects the latest information in this growing field. The book incorporates illuminating real-world examples from such areas as structural engineering, hydraulics, meteorology, materials science, highway traffic analysis, environmetrics, and climatology, and is designed to help engineers, mathematicians, statisticians, and scientists gain a clearer understanding of extreme value theory and then translate that knowledge into practical applications within their own fields of research. The book provides: A unique focus on modern topics including data analysis and inference Specific data in such areas as wind, flood, chain strength, electrical insulation, fatigue, precipitation, and wave heights Useful techniques for addressing extreme value problems, including discrete, continuous, univariate, and multivariate models Coverage of order statistics, return period, exceedances and shortfalls, along with detailed explanations on how to obtain exact distributions for these statistics An in-depth look at asymptotic models and the limit distributions of maxima, minima, and other order statistics Enhanced with numerous graphs and exercises, plus an extensive bibliography for further study, this text is an important reference source for engineers designing structures that will withstand even the most extreme circumstances.
Author: Enrique Castillo
Publisher: Wiley-Interscience
ISBN: 9780471671725
Category : Mathematics
Languages : en
Pages : 0
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Book Description
A straightforward, practical guide to extreme value modeling for today's world Measuring and interpreting data for extreme values presents a unique and important challenge that has far-reaching implications for all aspects of modern engineering and science. Extreme Value and Related Models with Applications in Engineering and Science reflects the latest information in this growing field. The book incorporates illuminating real-world examples from such areas as structural engineering, hydraulics, meteorology, materials science, highway traffic analysis, environmetrics, and climatology, and is designed to help engineers, mathematicians, statisticians, and scientists gain a clearer understanding of extreme value theory and then translate that knowledge into practical applications within their own fields of research. The book provides: A unique focus on modern topics including data analysis and inference Specific data in such areas as wind, flood, chain strength, electrical insulation, fatigue, precipitation, and wave heights Useful techniques for addressing extreme value problems, including discrete, continuous, univariate, and multivariate models Coverage of order statistics, return period, exceedances and shortfalls, along with detailed explanations on how to obtain exact distributions for these statistics An in-depth look at asymptotic models and the limit distributions of maxima, minima, and other order statistics Enhanced with numerous graphs and exercises, plus an extensive bibliography for further study, this text is an important reference source for engineers designing structures that will withstand even the most extreme circumstances.
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."
Author: Stuart Coles
Publisher: Springer Science & Business Media
ISBN: 1447136756
Category : Mathematics
Languages : en
Pages : 219
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Book Description
Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Author: Arvid Naess
Publisher: Springer Nature
ISBN: 3031607694
Category :
Languages : en
Pages : 277
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Book Description
Author: J. Galambos
Publisher: Springer Science & Business Media
ISBN: 1461336384
Category : Mathematics
Languages : en
Pages : 526
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Book Description
It appears that we live in an age of disasters: the mighty Missis sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem to be unexpected phenomena to the man on the street, they are actually happening according to well defined rules of science known as extreme value theory. We know that records must be broken in the future, so if a flood design is based on the worst case of the past then we are not really prepared against floods. Materials will fail due to fatigue, so if the body of an aircraft looks fine to the naked eye, it might still suddenly fail if the aircraft has been in operation over an extended period of time. Our theory has by now penetrated the so cial sciences, the medical profession, economics and even astronomy. We believe that our field has come of age. In or~er to fully utilize the great progress in the theory of extremes and its ever increasing acceptance in practice, an international conference was organized in which equal weight was given to theory and practice. This book is Volume I of the Proceedings of this conference. In selecting the papers for Volume lour guide was to have authoritative works with a large variety of coverage of both theory and practice.
Author: Nicolas Bousquet
Publisher: Springer Nature
ISBN: 3030749428
Category : Mathematics
Languages : en
Pages : 491
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Book Description
This richly illustrated book describes statistical extreme value theory for the quantification of natural hazards, such as strong winds, floods and rainfall, and discusses an interdisciplinary approach to allow the theoretical methods to be applied. The approach consists of a number of steps: data selection and correction, non-stationary theory (to account for trends due to climate change), and selecting appropriate estimation techniques based on both decision-theoretic features (e.g., Bayesian theory), empirical robustness and a valid treatment of uncertainties. It also examines and critically reviews alternative approaches based on stochastic and dynamic numerical models, as well as recently emerging data analysis issues and presents large-scale, multidisciplinary, state-of-the-art case studies. Intended for all those with a basic knowledge of statistical methods interested in the quantification of natural hazards, the book is also a valuable resource for engineers conducting risk analyses in collaboration with scientists from other fields (such as hydrologists, meteorologists, climatologists).
Author: Laurens de Haan
Publisher: Springer Science & Business Media
ISBN: 0387344713
Category : Mathematics
Languages : en
Pages : 421
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Book Description
Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity
Author: Vijay K. Rohatgi
Publisher: John Wiley & Sons
ISBN: 111879964X
Category : Mathematics
Languages : en
Pages : 722
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Book Description
A well-balanced introduction to probability theory and mathematical statistics Featuring updated material, An Introduction to Probability and Statistics, Third Edition remains a solid overview to probability theory and mathematical statistics. Divided intothree parts, the Third Edition begins by presenting the fundamentals and foundationsof probability. The second part addresses statistical inference, and the remainingchapters focus on special topics. An Introduction to Probability and Statistics, Third Edition includes: A new section on regression analysis to include multiple regression, logistic regression, and Poisson regression A reorganized chapter on large sample theory to emphasize the growing role of asymptotic statistics Additional topical coverage on bootstrapping, estimation procedures, and resampling Discussions on invariance, ancillary statistics, conjugate prior distributions, and invariant confidence intervals Over 550 problems and answers to most problems, as well as 350 worked out examples and 200 remarks Numerous figures to further illustrate examples and proofs throughout An Introduction to Probability and Statistics, Third Edition is an ideal reference and resource for scientists and engineers in the fields of statistics, mathematics, physics, industrial management, and engineering. The book is also an excellent text for upper-undergraduate and graduate-level students majoring in probability and statistics.
Author: Shein-Chung Chow
Publisher: John Wiley & Sons
ISBN: 1118458141
Category : Mathematics
Languages : en
Pages : 838
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Book Description
Praise for the Second Edition: “...a grand feast for biostatisticians. It stands ready to satisfy the appetite of any pharmaceutical scientist with a respectable statistical appetite.” —Journal of Clinical Research Best Practices The Third Edition of Design and Analysis of Clinical Trials provides complete, comprehensive, and expanded coverage of recent health treatments and interventions. Featuring a unified presentation, the book provides a well-balanced summary of current regulatory requirements and recently developed statistical methods as well as an overview of the various designs and analyses that are utilized at different stages of clinical research and development. Additional features of this Third Edition include: • New chapters on biomarker development and target clinical trials, adaptive design, trials for evaluating diagnostic devices, statistical methods for translational medicine, and traditional Chinese medicine • A balanced overview of current and emerging clinical issues as well as newly developed statistical methodologies • Practical examples of clinical trials that demonstrate everyday applicability, with illustrations and examples to explain key concepts • New sections on bridging studies and global trials, QT studies, multinational trials, comparative effectiveness trials, and the analysis of QT/QTc prolongation • A complete and balanced presentation of clinical and scientific issues, statistical concepts, and methodologies for bridging clinical and statistical disciplines • An update of each chapter that reflects changes in regulatory requirements for the drug review and approval process and recent developments in statistical design and methodology for clinical research and development Design and Analysis of Clinical Trials, Third Edition continues to be an ideal clinical research reference for academic, pharmaceutical, medical, and regulatory scientists/researchers, statisticians, and graduate-level students.
Author: Giovanni Parmigiani
Publisher: John Wiley & Sons
ISBN: 047074667X
Category : Mathematics
Languages : en
Pages : 402
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Book Description
Decision theory provides a formal framework for making logical choices in the face of uncertainty. Given a set of alternatives, a set of consequences, and a correspondence between those sets, decision theory offers conceptually simple procedures for choice. This book presents an overview of the fundamental concepts and outcomes of rational decision making under uncertainty, highlighting the implications for statistical practice. The authors have developed a series of self contained chapters focusing on bridging the gaps between the different fields that have contributed to rational decision making and presenting ideas in a unified framework and notation while respecting and highlighting the different and sometimes conflicting perspectives. This book: Provides a rich collection of techniques and procedures. Discusses the foundational aspects and modern day practice. Links foundations to practical applications in biostatistics, computer science, engineering and economics. Presents different perspectives and controversies to encourage readers to form their own opinion of decision making and statistics. Decision Theory is fundamental to all scientific disciplines, including biostatistics, computer science, economics and engineering. Anyone interested in the whys and wherefores of statistical science will find much to enjoy in this book.
