ENGLISH

Extreme value distributions: theory and applications

By Samuel Kotz , Saralees Nadarajah

Book information

Publisher
Imperial College Press; Distributed by World Scientific
Year
2000
ISBN
1860942245, 9781860942242, 9781860944024
Open Library ID
OL8627996M
Language
english
Format
DJVU
Filesize
1 MB (1319781 bytes)
Edition
1st
Pages
190\190
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11
Математика;Теория вероятностей и математическая ст

Description

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.

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