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Extreme Value Distributions

by Kotz Samuel

A survey of extremes in probability and statistics

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Hardcover New English

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AlbakiReads Editorial

A survey of extremes in probability and statistics

Extreme Value Distributions surveys the theory and practice of statistical methods for analyzing unusually large or small values. The subject’s origins in flood prediction provide a starting point for a broader account of how the theory developed and where extreme-value methods are applied. Its scope bridges foundational ideas and practical use, with the description positioning the book for readers with limited probability background as well as specialists. At 185 pages, it offers a focused treatment of a field that connects applied probability with problems involving maxima and minima.

Good fit for readers who enjoy

  • Readers beginning to study probability and statistics who want an introduction to extreme value distributions.
  • Researchers or practitioners seeking a concise survey of the theory and its applications.
  • Readers interested in statistical methods for studying maxima, minima, and other extremes.

Themes

Extreme value distributionsApplied probability and statisticsMaxima and minimaFlood prediction

Based on publisher information and book metadata.

Book overview

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.
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