Author: Julius LiebleinPublisher:
ISBN:
Category : Aerodynamic load
Languages : en
Pages : 104
Book Description
A new method is presented and proposed for analyzing extreme-value data which may arise in a wide variety of applications.
A New Method of Analyzing Extreme-value Data
Author: Julius LiebleinPublisher:
ISBN:
Category : Aerodynamic load
Languages : en
Pages : 104
Book Description
A new method is presented and proposed for analyzing extreme-value data which may arise in a wide variety of applications.
An Introduction to Statistical Modeling of Extreme Values
Author: Stuart ColesPublisher: Springer Science & Business Media
ISBN: 1447136756
Category : Mathematics
Languages : en
Pages : 219
Book Description
Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Extreme Value Modeling and Risk Analysis
Author: Dipak K. DeyPublisher: CRC Press
ISBN: 1498701310
Category : Mathematics
Languages : en
Pages : 538
Book Description
Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subje
Extreme Value Methods with Applications to Finance
Author: Serguei Y. NovakPublisher: CRC Press
ISBN: 1439835748
Category : Mathematics
Languages : en
Pages : 402
Book Description
Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparametric estimation methods. These topics have not been fully focused on in other books on extremes. In addition, the book covers: Extremes in samples of random size Methods of estimating extreme quantiles and tail probabilities Self-normalized sums of random variables Measures of market risk Along with examples from finance and insurance to illustrate the methods, Extreme Value Methods with Applications to Finance includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text. A systematic background to a rapidly growing branch of modern Probability and Statistics: extreme value theory for stationary sequences of random variables.
Environmental Conditions Within Specified Geographical Regions, Offshore East and West Coasts of the United States and in the Gulf of Mexico
Author: Interagency Ad Hoc Task ForcePublisher:
ISBN:
Category : Marine meteorology
Languages : en
Pages : 756
Book Description
Contemporary critics analyze historical background, themes, structure, and characterization in Arthur Miller's study of the Salem witch trials.
Environmental Conditions Within Specified Geographical Regions, Offshore East and West Coasts of the United States and in the Gulf of Mexico
Author: United States. Interagency Ad Hoc Task ForcePublisher:
ISBN:
Category : Marine meteorology
Languages : en
Pages : 760
Book Description
Technical Note - National Advisory Committee for Aeronautics
Author: United States. National Advisory Committee for AeronauticsPublisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 932
Book Description
Analogy Between Mass and Heat Transfer with Turbulent Flow
Author: Edmund E. CallaghanPublisher:
ISBN:
Category : Heat
Languages : en
Pages : 724
Book Description
An analysis of combined heat and mass transfer from a flat plate has been made in terms of Prandtl's simpified physical concept of the turbulent boundary layer. The results of the analysis show that tor conditioins of reasonably small heat and mass transfer, the ratio of the mass- and heat-transfer coefficients is dependent on the Reynolds number of the boundary layer, the Prandtl number of the medium of diffusion, and the Schmidt number of the diffusing fluid in the medium of diffusion. For the particular case of water evaporating into air, the ratio of mass-transfer coefficient to heat-transfer coefficient is found to be slightly greater than unity.
National Bureau of Standards Handbook
Author: United States. National Bureau of StandardsPublisher:
ISBN:
Category : Industrial safety
Languages : en
Pages : 562
Book Description
Continuous Univariate Distributions, Volume 2
Author: Norman L. JohnsonPublisher: John Wiley & Sons
ISBN: 0471584940
Category : Mathematics
Languages : en
Pages : 747
Book Description
Comprehensive reference for statistical distributions Continuous Univariate Distributions, Volume 2 provides in-depth reference for anyone who applies statistical distributions in fields including engineering, business, economics, and the sciences. Covering a range of distributions, both common and uncommon, this book includes guidance toward extreme value, logistics, Laplace, beta, rectangular, noncentral distributions and more. Each distribution is presented individually for ease of reference, with clear explanations of methods of inference, tolerance limits, applications, characterizations, and other important aspects, including reference to other related distributions.