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Extreme Valve Distributions: Theory and Applications

By: S Kotz

185 pages, Figs, tabs

Imperial College Press

Hardback | Nov 2000 | #120776 | ISBN: 1860942245
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About this book

A 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 1940s as a tool for predicting floods, extreme value distributions evolved during the last 50 years of the 20th century into a coherent theory with applications in practically all fields of human endeavour where maximal or minimal values (the so-called extremes) are of relevance. The book should be useful both for a beginner with a limited probabilistic background and to an expert in the field.

... this is a solid mathematical treatment of some topics of extreme value theory addressed to professionals in the field of statistical distributions and statistical inference as well as to people interested in the applications of extreme value distributions. The book can be used very constructively as a textbook or a reference book. Mathematics Abstracts "Extreme Value Distributions is a well-organized, workmanlike treatment of the subject ... Researchers who need to deal with extreme value problems but are novice statisticians will greatly appreciate the clarity of presentation in this book and will wish to obtain copy." The Statisticians, Royal Society of Statistics "The wealth of material and the critical comments by the authors on the various problems considered in the monograph should make it a valuable resource even for a specialist." Mathematical Reviews


Univariate extreme value distributions; generalized extreme value distributions; multivariate extreme value distributions.

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