Extreme Value Distributions
Author | : Samuel Kotz |
Publisher | : World Scientific |
Total Pages | : 195 |
Release | : 2000 |
ISBN-10 | : 9781860942242 |
ISBN-13 | : 1860942245 |
Rating | : 4/5 (42 Downloads) |
Book excerpt: 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.