Extreme value distributions: theory and applications

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Extreme value distributions: theory and...

Extreme value distributions: theory and applications

Name: Extreme value distributions: theory and applications
ISBN: 9781860944024

Samuel Kotz, Saralees Nadarajah

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This important book provides an up-to-date 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 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.

Categorias:

Mathematics

Ano:

2000

Edição:

1st

Editora:

Imperial College Press; Distributed by World Scientific

Idioma:

english

Páginas:

190