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Statistics of extremes 极端事件的统计学

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Statistics of extremes 极端事件的统计学

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作 者:E. J. Gumbel 著

出 版 社:Oversea Publishing House

出版时间:2004-6-1

I S B N:9780486436043

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内容简介

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 ed. 44 tables. 97 graphs.

作者简介

目录

Chapter One: AIMS AND TOOLS
1.0. Aims
1.0.1. Conditions
1.0.2. History
1.0.3. The Flood Problem
1.0.4. Methodology
1.0.5. Arrangement of Contents
1.1. General Tools
1.1.1. Linear Transformations
1.1.2. Other Transformations
1.1.3. Symmetry
1.1.4. Measures of Dispersion
  1.1.5. Moments
  1.1.6. Generating Function
  1.1.7. Convolution
  1.1.8. The Gamma Function
  1.1.9. The Logarithmic Normal Distribution
1.2. Specific Tools
 1.2.0. Problems
  1.2.1. The Intensity Function
  1.2.2. The Distribution of Repeated Occurrences
  1.2.3. Analysis of Return Periods
  1.2.4. "Observed" Distributions
  1.2.5. Construction of Probability Papers
  1.2.6. The Plotting Problem
  1.2.7. Conditions for Plotting Positions
  1.2.8. Fitting Straight Lines on Probability Papers
  1.2.9. Application to the Normal Distribution
Chapter Two: ORDER STATISTICS AND THEIR EXCEEDANCES
2.1. Order Statistics
 2.1.0. Problems
  2.1.1. Distributions
  2.1.2. Averages
  2.1.3. Distribution of Frequencies
  2.1.4. Asymptotic Distribution of ruth Central Values
  2.1.5. The Order Statistic with Minimum Variance
  2.1.6. Control Band
  2.1.7. Joint Distribution of Order Statistics
  2.1.8. Distribution of Distances
2.2. The Distribution of Exceedances
  2.2.0. Introduction
  2.2.1. Distribution of the Number of Exceedances
  2.2.2. Moments
  2.2.3. The Median
  2.2.4. The Probability of Exceedances as Tolerance Limit
  2.2.5. Extrapolation from Small Samples
  2.2.6. Normal and Rare Exceedances
  2.2.7. Frequent Exceedances
  2.2.8. Summary
Chapter Three: EXACT DISTRIBUTION OF EXTREMES
 3.1. Averages of Extremes
  3.1.0. Problems
  3.1.1. Exact Distributions
  3.1.2. Return Periods of Largest and Large Values
  3.1.3. Quantiles of Extremes
  3.1.4. Characteristic Extremes
  3.1.5. The Extremal Intensity Function
  3.1.6. The Mode
  3.1.7. Moments
  3.1.8. The Maximum of the Mean Largest Value
3.2. Extremal Statistics
  3.2.0. Problems
  3.2.1. Absolute Extreme Values
  3.2.2. Exact Distribution of Range
  3.2.3. The Mean Range
  3.2.4. The Range as Tolerance Limit
  3.2.5. The Maximum of the Mean Range
  3.2.6. Exact Distribution of the Midrange
  3.2.7. Asymptotic Independence of Extremes
  3.2.8. The Extremal Quotient
Chapter Four :ANALYTICAL STUDY OF EXTREMES
Chapter Six : USES OF THE FIRST ASYMPTOTE
Chapter Seven:THE SECOND AND THIRD ASYMPTOTES
Chapter Eight:THE RANGE
Summary
Bibliography
Index

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