Extreme Value Distributions.

Abstract

This is an expository survey of the (univariate) theory of extreme values and the estimation of the parameters of the related extreme-value distributions. This survey was written at the invitation of Professors N.L. Johnson and S. Kotz, editors of the forthcoming 'Encyclopedia of Statistical Sciences' to be published by John Wiley and Sons, Inc., New York. The theory of extreme values plays a fundamental role in several areas of applied statistics, such as the analysis of flood flows, the reliability of complex systems, the analysis of air pollution data, etc. In addition to surveying (without proofs) the basic results of extreme value theory and the estimators of the parameters of the extreme value distributions, this survey presents a brief discussion of the current research in these areas. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1980
Accession Number
ADA082624

Entities

People

  • Nancy R. Mann
  • Nozer D. Singpurwalla

Tags

Communities of Interest

  • Air Platforms
  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Pollution
  • Distribution Functions
  • Engineering
  • Estimators
  • Information Science
  • Maximum Likelihood Estimation
  • Military Research
  • New York
  • Operations Research
  • Order Statistics
  • Random Variables
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Surveys
  • Systems Engineering
  • Test And Evaluation

Fields of Study

  • Mathematics

Readers

  • Military History
  • Statistical inference.
  • Theoretical Analysis.