Cover image for Extreme value theory in engineering
Title:
Extreme value theory in engineering
Personal Author:
Series:
Statistical modeling and decision science
Publication Information:
San Diego, Calif. : Academic Press, 1988
ISBN:
9780121634759

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30000000196836 QA273.6 C36 1988 Open Access Book Book
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Summary

Summary

This book is a comprehensive guide to extreme value theory in engineering. Written for the end user with intermediate and advanced statistical knowledge, it covers classical methods as well as recent advances. A collection of 150 examples illustrates the theoretical results and takes the reader from simple applications through complex cases of dependence.


Table of Contents

Introduction and Motivation
Order Statistics
Asymptotic Distributions of Maxima and Minima (I.D. Case)
Shortcut Procedures: Probability Papers and Least-Square Methods
The Gumbel, Weibull, and Frechet Distributions
Selection of Limit Distributions from Data
Limit Distributions of K-TH Order Statistics
Limit Distributions in the Case of Dependence
Multivariate and Regression Models Related to Extremes
Multivariate Extremes
Appendixes