Book Details
Book Description
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.
