Statistics of Extremes
- ISBN-10
- 0486436047
- ISBN-13
- 9780486436043
- Series
- Statistics of Extremes
- Category
- Mathematics
- Pages
- 375
- Language
- English
- Published
- 2004-07-15
- Publisher
- Courier Corporation
- Author
- Emil Julius Gumbel
Description
Universally acknowledged as the classic text in its field, this volume covers order statistics and their exceedances; exact distribution of extremes; analytical study of extremes; the 1st asymptotic distribution; uses of the 1st, 2nd, and 3rd asymptotes; and the range summary. 1958 edition. Includes 44 tables and 97 graphs.
Get the book
Other editions
Similar books
-
An Introduction to Statistical Modeling of Extreme Values
By Stuart ColesDirectly 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.
-
Statistical Analysis of Extreme Values: With Applications to Insurance, Finance, Hydrology and Other Fields
By Michael Thomas, Rolf-Dieter ReissThis is a self-contained introduction to parametric modeling, exploratory analysis and statistical interference for extreme values, as used in disciplines from hydrology to finance to environmental science.
-
Extreme Values in Finance, Telecommunications, and the Environment
By Barbel Finkenstadt, Holger RootzenThis book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory
-
Statistical Extremes and Applications
By J. Tiago de OliveiraAnd by that time Extremes begin to explode not only in what regards applications (floods, breaking strength of materials, gusts of wind, etc. ) but also in areas going from Proba bility to Stochastic Processes, from Multivariate Structures ...
-
The Kelly Capital Growth Investment Criterion: Theory and Practice
By Leonard C. MacLean, Edward O. Thorp, W. T. ZiembaThe index is based on two ideas: the expected return of commodities futures depends upon the degree of hedging by producers or consumers — as evidenced by the shape of the futures curve for each commodity (Brennan et al., 1997).
-
Statistical Analysis of Climate Extremes
By Manfred MudelseeThis book provides an accessible overview of the statistical analysis methods which can be used to investigate climate extremes and analyse potential risk.
-
Extremes and Related Properties of Random Sequences and Processes
By M. R. Leadbetter, G. Lindgren, H. RootzenMore recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter ...
-
Extreme Value Theory: An Introduction
By Laurens de Haan, Ana FerreiraM. Falk, J. Hiisler, and R.-D. Reiss: Laws of Small Numbers: Extremes and Rare Events. Birkhauser, Basel (1994). W. Feller: An Introduction to Probability Theory and Its Applications. Vol.1, 3rd edition, John Wiley & Sons, ...
-
STATISTICS OF EXTREME VALUES
By Rajendra G GuraoSTATISTICS OF EXTREME VALUES
-
Extreme Value Distributions: Theory and Applications
By Samuel Kotz, Saralees NadarajahThis 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.