Extreme Value Distributions

by Samuel Kotz, Saralees Nadarajah

Overview

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.

Product Details

ISBN-13:	9781860942242
Publisher:	Imperial College Press
Publication date:	10/10/2000
Pages:	196
Product dimensions:	6.00(w) x 9.00(h) x 0.50(d)

Editorial Reviews

This monograph describes the central ideas and results of probabilistic extreme-value theory and related models, omitting excessive mathematical details and proofs. Kotz (George Washington University) and Nadarajah (University of Nottingham) discuss univariate, generalized and multivariate extreme value distributions. Distributed by World Scientific. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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