Record Values--theory and Applications PDF Download

Author: Mohammad Ahsanullah
Publisher: University Press of America
ISBN: 9780761827948
Category : Business & Economics
Languages : en
Pages : 326

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Book Description
In this book, Mohammad Ahsanullah provides a detailed description of the general theory and applications of record values. Professor Ahsanullah thoroughly discusses the most useful distributions and inferences based on record values, resulting in conclusions that are not available in previously published works.

Author: Mohammad Ahsanullah
Publisher:
ISBN: 9789462391376
Category :
Languages : en
Pages :

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Book Description
A lot of statisticians, actuarial mathematicians, reliability engineers, meteorologists, hydrologists, economists. Business and sport analysts deal with records which play important roles in various fields of statistics and its application. This book enables a reader to check his/her level of understanding of the theory of record values. We give basic formulae which are more important in the theory and present a lot of examples which illustrate the theoretical statements. For a beginner in record statistics, as well as for graduate students the study of our book needs the basic knowledge of the subject. A more advanced reader can use our book to polish his/her knowledge. An upgraded list of bibliography which will help a reader to enrich his/her theoretical knowledge and widen the experience of dealing with ordered observations, is also given in the book.

Author: Samuel Kotz
Publisher: World Scientific
ISBN: 1860944027
Category : Mathematics
Languages : en
Pages : 195

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Book Description
This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions OCo 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. Sample Chapter(s). Chapter 1.1: Historical Survey (139 KB). Chapter 1.2: The Three Types of Extreme Value Distributions (146 KB). Chapter 1.3: Limiting Distributions and Domain of Attraction (210 KB). Chapter 1.4: Distribution Function and Moments of Type 1 Distribution (160 KB). Chapter 1.5: Order Statistics, Record Values and Characterizations (175 KB). Contents: Univariate Extreme Value Distributions; Generalized Extreme Value Distributions; Multivariate Extreme Value Distributions. Readership: Applied probabilists, applied statisticians, environmental scientists, climatologists, industrial engineers and management experts."

Author: Mohammad Ahsanullah
Publisher: Springer
ISBN: 946239136X
Category : Mathematics
Languages : en
Pages : 264

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Book Description
A lot of statisticians, actuarial mathematicians, reliability engineers, meteorologists, hydrologists, economists. Business and sport analysts deal with records which play important roles in various fields of statistics and its application. This book enables a reader to check his/her level of understanding of the theory of record values. We give basic formulae which are more important in the theory and present a lot of examples which illustrate the theoretical statements. For a beginner in record statistics, as well as for graduate students the study of our book needs the basic knowledge of the subject. A more advanced reader can use our book to polish his/her knowledge. An upgraded list of bibliography which will help a reader to enrich his/her theoretical knowledge and widen the experience of dealing with ordered observations, is also given in the book.

Author: J. Galambos
Publisher: Springer Science & Business Media
ISBN: 1461336384
Category : Mathematics
Languages : en
Pages : 526

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Book Description
It appears that we live in an age of disasters: the mighty Missis sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem to be unexpected phenomena to the man on the street, they are actually happening according to well defined rules of science known as extreme value theory. We know that records must be broken in the future, so if a flood design is based on the worst case of the past then we are not really prepared against floods. Materials will fail due to fatigue, so if the body of an aircraft looks fine to the naked eye, it might still suddenly fail if the aircraft has been in operation over an extended period of time. Our theory has by now penetrated the so cial sciences, the medical profession, economics and even astronomy. We believe that our field has come of age. In or~er to fully utilize the great progress in the theory of extremes and its ever increasing acceptance in practice, an international conference was organized in which equal weight was given to theory and practice. This book is Volume I of the Proceedings of this conference. In selecting the papers for Volume lour guide was to have authoritative works with a large variety of coverage of both theory and practice.

Author: Barry C. Arnold
Publisher: John Wiley & Sons
ISBN: 1118150406
Category : Mathematics
Languages : en
Pages : 342

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Book Description
The first and only comprehensive guide to modern record theory andits applications Although it is often thought of as a special topic in orderstatistics, records form a unique area, independent of the study ofsample extremes. Interest in records has increased steadily overthe years since Chandler formulated the theory of records in 1952.Numerous applications of them have been developed in such far-flungfields as meteorology, sports analysis, hydrology, and stock marketanalysis, to name just a few. And the literature on the subjectcurrently comprises papers and journal articles numbering in thehundreds. Which is why it is so nice to have this book devotedexclusively to this lively area of statistics. Written by an exceptionally well-qualified author team, Recordspresents a comprehensive treatment of record theory and itsapplications in a variety of disciplines. With the help of amultitude of fascinating examples, Professors Arnold, Balakrishnan,and Nagaraja help readers quickly master basic and advanced recordvalue concepts and procedures, from the classical record valuemodel to random and multivariate record models. The book follows arational textbook format, featuring witty and insightful chapterintroductions that help smooth transitions from one topic toanother and challenging chapter-end exercises, which expand on thematerial covered. An extensive bibliography and numerous referencesthroughout the text specify sources for further readings onrelevant topics. Records is a valuable professional resource forprobabilists and statisticians, in addition to appliedstatisticians, meteorologists, hydrologists, market analysts, andsports analysts. It also makes an excellent primary text forcourses in record theory and a supplement to order statisticscourses.

Author: Muhammad Qaiser Shahbaz
Publisher: Springer
ISBN: 9462392250
Category : Mathematics
Languages : en
Pages : 300

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Book Description
Ordered Random Variables have attracted several authors. The basic building block of Ordered Random Variables is Order Statistics which has several applications in extreme value theory and ordered estimation. The general model for ordered random variables, known as Generalized Order Statistics has been introduced relatively recently by Kamps (1995).

Author: Valery B. Nevzorov
Publisher: American Mathematical Soc.
ISBN: 9780821819456
Category : Mathematics
Languages : en
Pages : 164

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Book Description
This volume is based on a course of lectures delivered at the St. Petersburg State University (Russia) and at Ohio State University (Columbus). It is intended as a textbook for graduate students and postdocs. The book presents the theory of records and some information on order statistics. Also included are exercises illustrating the examples and developing the ideas. The past 20 years has seen tremendous progress in the topic, giving forth a large number of new models that reflect the dynamics of records in a wide range of areas. This volume presents systematic main results with a special emphasis on non-classical record schemes. The material is presented in a comprehensive style succinctly outlining the current state of the theory. The work is geared toward statisticians, actuarians, engineers, hydrologists, meteorologists, and sports and market analysts.

Author: Jan Beirlant
Publisher: John Wiley & Sons
ISBN: 0470012374
Category : Mathematics
Languages : en
Pages : 522

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Book Description
Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.

Author: Enrique Castillo
Publisher: Elsevier
ISBN: 0080917259
Category : Mathematics
Languages : en
Pages : 406

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Book Description
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.