Extreme Value Theory in Engineering

Erscheinungsjahr 1988
ISBN: 978-0-12-163475-9
Verlag: William Andrew Publishing

Buch, Englisch, 389 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 740 g

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.

Zielgruppe

Engineers and graduate students in research and development.

Autoren/Hrsg.

Castillo, Enrique

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Interdisziplinäres Wissenschaften Wissenschaften: Allgemeines Populärwissenschaftliche Werke
• Mathematik | Informatik Mathematik Mathematik Allgemein
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

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.