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Extreme Value Distributions
Samuel KotzSaralees Nadarajah
其他書名
Theory and Applications
出版World Scientific, 2000
主題Mathematics / Probability & Statistics / General
ISBN18609422459781860942242
URLhttp://books.google.com.hk/books?id=GwBqDQAAQBAJ&hl=&source=gbs_api
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註釋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.