Download or read book Statistics of Extremes written by Jan Beirlant and published by John Wiley & Sons. This book was released on 2006-03-17 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Download or read book Probability Tables for the Analysis of Extreme value Data written by United States. National Bureau of Standards and published by . This book was released on 1953 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probability Tables for the Analysis of Extreme value Data written by United States. National Bureau of Standards and published by . This book was released on 1953 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistics of Extremes written by Jan Beirlant and published by John Wiley & Sons. This book was released on 2004-10-15 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Download or read book Extreme Value Distributions written by Samuel Kotz and published by World Scientific. This book was released on 2000 with total page 195 pages. Available in PDF, EPUB and Kindle. 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 OCo 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. Sample Chapter(s). Chapter 1.1: Historical Survey (139 KB). Chapter 1.2: The Three Types of Extreme Value Distributions (146 KB). Chapter 1.3: Limiting Distributions and Domain of Attraction (210 KB). Chapter 1.4: Distribution Function and Moments of Type 1 Distribution (160 KB). Chapter 1.5: Order Statistics, Record Values and Characterizations (175 KB). Contents: Univariate Extreme Value Distributions; Generalized Extreme Value Distributions; Multivariate Extreme Value Distributions. Readership: Applied probabilists, applied statisticians, environmental scientists, climatologists, industrial engineers and management experts."
Download or read book Climate and Social Stress written by National Research Council and published by National Academies Press. This book was released on 2013-02-14 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Climate change can reasonably be expected to increase the frequency and intensity of a variety of potentially disruptive environmental events-slowly at first, but then more quickly. It is prudent to expect to be surprised by the way in which these events may cascade, or have far-reaching effects. During the coming decade, certain climate-related events will produce consequences that exceed the capacity of the affected societies or global systems to manage; these may have global security implications. Although focused on events outside the United States, Climate and Social Stress: Implications for Security Analysis recommends a range of research and policy actions to create a whole-of-government approach to increasing understanding of complex and contingent connections between climate and security, and to inform choices about adapting to and reducing vulnerability to climate change.
Download or read book An Introduction to Statistical Modeling of Extreme Values written by Stuart Coles and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Directly 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. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Download or read book Statistical Theory of Extreme Values and Some Practical Applications written by Emil Julius Gumbel and published by . This book was released on 1954 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Extreme Value Methods with Applications to Finance written by Serguei Y. Novak and published by CRC Press. This book was released on 2011-12-20 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparametric estimation methods. These topics have not been fully focused on in other books on extremes. In addition, the book covers: Extremes in samples of random size Methods of estimating extreme quantiles and tail probabilities Self-normalized sums of random variables Measures of market risk Along with examples from finance and insurance to illustrate the methods, Extreme Value Methods with Applications to Finance includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text. A systematic background to a rapidly growing branch of modern Probability and Statistics: extreme value theory for stationary sequences of random variables.
Download or read book Supplementary List of Publications of the National Bureau of Standards written by and published by . This book was released on 1958 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Publications of the National Bureau of Standards written by United States. National Bureau of Standards and published by . This book was released on 1948 with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Publications written by United States. National Bureau of Standards and published by . This book was released on 1947 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Supplementary List of Publications of the National Bureau of Standards July 1 1947 to June 30 1957 written by United States. National Bureau of Standards and published by . This book was released on 1958 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Methods of Flow Frequency Analysis written by United States. Inter-agency Committee on Water Resources and published by . This book was released on 1966 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Projects and Publications of the National Applied Mathematics Laboratories written by and published by . This book was released on 1950 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fatigue Testing and Analysis of Results written by W. Weibull and published by Elsevier. This book was released on 2013-10-22 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fatigue Testing and Analysis of Results discusses fundamental concepts of fatigue testing and results analysis. The book begins with a description of the symbols and nomenclature selected for the present book, mainly those proposed by the ASTM Committee E-9 on Fatigue. Fatigue testing methods are then discussed including routine tests, short-life and long-life tests, cumulative-damage tests, and abbreviated and accelerated tests. Separate chapters cover fatigue testing machines and equipment; instruments and measuring devices; and test pieces used in fatigue testing. The factors affecting test results are considered, including material, types of stressing, test machine, environment, and testing technique. The final two chapters cover the planning of test programs and the presentation of results. Test program planning involves the statistical design of a test series; specification and sampling of test pieces; and choice of test pieces, testing machines, and test conditions. The chief purpose of most fatigue tests is the experimental determination of the relation between the endurance and the magnitude of the applied stress range for the material and the specimen under consideration, and final results can be condensed into a table, graph, or analytical expression.
Download or read book Engineering Design Handbook written by Mary Gibbons Natrella and published by . This book was released on 1969 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:
