Extreme Value Theory in Applied Probability.

Abstract

Several problems of applied probability lead to the investigation of extremes of a sequence of random variables (floods, strength of materials, failure models, maximal queue length, air pollution data, etc.). It is unrealistic in most cases to assume that the random variables in question are independent and identically distributed. However, there are several dependent models when the distribution of the k-th largest is well approximated by the distribution of the k-th largest of independent, and some times independent and identically distributed random variables (possibly changing the fixed size of the sequence in question to a random one).

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1978
Accession Number
ADA059021

Entities

People

  • Janos Galambos

Organizations

  • Temple University

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Air Pollution
  • Data Science
  • Demography
  • Failure Mode And Effect Analysis
  • Food Additives
  • Information Science
  • New York
  • Observation
  • Order Statistics
  • Probability
  • Probability Distributions
  • Random Variables
  • Sequences
  • Statistical Sampling
  • Statistics
  • Stochastic Processes
  • Therapy

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.