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Statistics of Extremes

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ISBN-10: 0486436047

ISBN-13: 9780486436043

Edition: 2004

Authors: E. J. Gumbel

List price: $24.95
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Description:

Universally acknowledged as the classic text about statistics of extremes, this volume is geared toward use by statisticians and statistically minded scientists and engineers. It employs elementary terms to explain applications, favors graphical procedures over calculations, and presents simple generalizations as exercises--all of which contribute to its value for students. Starting with definitions of its aims and tools, the text proceeds to discussions of order statistics and their exceedances, exact distribution of extremes, and analytical study of extremes. Additional topics include the first asymptotic distribution; uses of the first, second, and third asymptotes; and the range. 1958…    
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Book details

List price: $24.95
Copyright year: 2004
Publisher: Dover Publications, Incorporated
Publication date: 7/15/2004
Binding: Paperback
Pages: 400
Size: 5.35" wide x 8.46" long x 1.00" tall
Weight: 1.056
Language: English

Aims and Tools
Aims
Conditions
History
The Flood Problem
Methodology
Arrangement of Contents
General Tools
Linear Transformations
Other Transformations
Symmetry
Measures of Dispersion
Moments
Generating Function
Convolution
The Gamma Function
The Logarithmic Normal Distribution
Specific Tools
Problems
The Intensity Function
The Distribution of Repeated Occurrences
Analysis of Return Periods
"Observed" Distributions
Construction of Probability Papers
The Plotting Problem
Conditions for Plotting Positions
Fitting Straight Lines on Probability Papers
Application to the Normal Distribution
Order Statistics and Their Exceedances
Order Statistics
Problems
Distributions
Averages
Distribution of Frequencies
Asymptotic Distribution of mth Central Values
The Order Statistic with Minimum Variance
Control Band
Joint Distribution of Order Statistics
Distribution of Distances
The Distribution of Exceedances
Introduction
Distribution of the Number of Exceedances
Moments
The Median
The Probability of Exceedances as Tolerance Limit
Extrapolation from Small Samples
Normal and Rare Exceedances
Frequent Exceedances
Summary
Exact Distribution of Extremes
Averages of Extremes
Problems
Exact Distributions
Return Periods of Largest and Large Values
Quantiles of Extremes
Characteristic Extremes
The Extremal Intensity Function
The Mode
Moments
The Maximum of the Mean Largest Value
Extremal Statistics
Problems
Absolute Extreme Values
Exact Distribution of Range
The Mean Range
The Range as Tolerance Limit
The Maximum of the Mean Range
Exact Distribution of the Midrange
Asymptotic Independence of Extremes
The Extremal Quotient
Analytical Study of Extremes
The Exponential Type
Problems
Largest Value for the Exponential Distribution
Order Statistics for the Exponential Distribution
L'Hopital's Rule
Definition of the Exponential Type
The Three Classes
The Logarithmic Trend
The Characteristic Product
Extremes of the Exponential Type
Problems
The Logistic Distribution
Normal Extremes, Numerical Values
Analysis of Normal Extremes
Normal Extreme Deviates
Gamma Distribution
Logarithmic Normal Distribution
The Normal Distribution as a Distribution of Extremes
The Cauchy Type
Problems
The Exponential Type and the Existence of Moments
Pareto's Distribution
Definition of the Pareto and the Cauchy Types
Extremal Properties
Other Distributions without Moments
Summary
The First Asymptotic Distribution
The Three Asymptotes
Introduction
Preliminary Derivation
The Stability Postulate
Outline of Other Derivations
Interdependence
The Double Exponential Distribution
Introduction
Derivations
The Methods of Cramer and Von Mises
Mode and Median
Generating Functions
Standard and Mean Deviations
Probability Paper and Return Period
Comparison with Other Distributions
Barricelli's Generalization
Extreme Order Statistics
Problems
Distribution of the MTH Extreme
Probabilities of the mth Extreme
Generating Functions
Cramer's Distribution of MTH Extremes
Extreme Distances
The Largest Absolute Value and the Two Sample Problem
Uses of the First Asymptote
Order Statistics from the Double Exponential Distribution
Problems
Maxima of Largest Values
Minima of Largest Values
Consecutive Modes
Consecutive Means and Variances
Standard Errors
Extension of the Control Band
The Control Curve of Dick and Darwin
Estimation of Parameters
Problems
Exponential and Normal Extremes
Use of Order Statistics
Estimates for Probability Paper
Sufficient Estimation Functions
Maximum Likelihood Estimations
Approximate Solutions
Asymptotic Variance of a Forecast
Numerical Examples
Problems
Floods
The Design Flood
Meteorological Examples
Application to Aeronautics
Oldest Ages
Breaking Strength
Breakdown Voltage
Applications to Naval Engineering
An Application to Geology
The Second and Third Asymptotes
The Second Asymptote
Problems
Frechet's Derivation
The Cauchy Type
Averages and Moments
Estimation of the Parameters
The Increase of the Extremes
Generalization
Applications
Summary
The Third Asymptote
Introduction
The Von Mises Derivation
Other Derivations
Averages and Moments of Smallest Values
Special Cases
The Increase of the Extremes
The 15 Relations Among the 3 Asymptotes
Applications of the Third Asymptote
Problems
Estimation of the Three Parameters
Estimation of Two Parameters
Analytical Examples
Droughts
Fatigue Failures
The Range
Asymptotic Distributions of Range and Midrange
Problems
The Range of Minima
Generating Function of the Range
The Reduced Range
Asymptotic Distribution of the Midrange
A Bivariate Transformation
Asymptotic Distribution of the Range
Boundary Conditions
Extreme Ranges
Summary
Extremal Quotient and Geometric Range
Problems
Definitions
The Extremal Quotient
The Geometric Range
Applications
Problems
The Midrange
The Parameters in the Distribution of Range
Normal Ranges
Estimation of Initial Standard Deviation
Climatological Examples
Summary
Bibliography
Index