EXTREME VALUE DISTRIBUTIONS
Theory and Applications| By: | Kotz Samuel; Nadarajah Saralees |
| Publisher: | World Scientific Publishing |
| Print ISBN: | 9781860942242 |
| eText ISBN: | 9781860944024 |
| Edition: | 0 |
| Format: | Page Fidelity |
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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.