Castillo, E.,
Hadi, A. S.,
Balakrishnan, N. and
Sarabia, J. M.,
(2004), Extreme Value and Related Models
in Engineering and Science Applications, New York:
John Wiley &
Sons. ISBN: 0-471-67172-X
Back
Cover Information
A straightforward, practical guide to extreme
value modeling for today’s world
Measuring and interpreting data for extreme values presents a unique and important
challenge that has far-reaching implications for all aspects of modern
engineering. Extreme Value and Related Models with Applications in Engineering and
Science reflects the latest information in this growing field. The book incorporates
illuminating real-world examples from such areas as structural engineering, hydraulics,
meteorology, materials science, highway traffic analysis, environmetrics, and
climatology, and is designed to help engineers, mathematicians, statisticians, and
scientists gain a clearer understanding of extreme value theory and then translate that
knowledge into practical applications within their own fields of research.
The book provides:
-
A unique focus on modern topics including inference and extreme value
regression
-
Specific data in such areas as wind, flood, chain strength, electrical insulation,
fatigue, precipitation, and wave heights
Useful techniques for addressing extreme value problems, including discrete,
continuous, univariate, and multivariate models
-
Coverage of order statistics, return period, and exceedances, along with detailed
explanations on how to obtain exact distributions for these statistics
-
An in-depth look at asymptotic models and the limit distributions of maxima,
minima, and other order statistics
Enhanced with numerous graphs and exercises, plus an extensive bibliography for
further study, this text is an important reference source for engineers designing
structures that will withstand even the most extreme circumstances.
ENRIQUE CASTILLO, PHD, is a Professor of Applied Mathematics at the University of
Cantabria in Santander, Spain. He is a mathematician and a civil engineer and member
of the Spanish Royal Academy of Engineering.
ALI S. HADI, PHD, is a Professor of
Mathematical, Statistical, and Computational Sciences at the American University in
Cairo, Egypt. He is a Stephen H. Weiss Presidential Fellow and Professor Emeritus at
Cornell University.
N. BALAKRISHNAN, PHD, is a Professor in the Department of
Mathematics and Statistics at McMaster University in Ontario, Canada. He is a Fellow
of the American Statistical Association and currently the Editor-in-Chief of
Communications in Statistics and Wiley’s Encyclopedia of Statistical Sciences, Second
Edition.
JOSÉ M. SARABIA, PHD, is a Professor of Statistics in the Department of
Economics at the University of Cantabria, Spain. He is a member of the American
Statistical Association and is Associate Editor of the journal Test.
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Places you can purchase the
book:
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Downloading Software
You need to install the Mathematica software. Proceed as
follows:
1. Download the Mathematica package by clicking
here
2. Put the package file "Extremes.m" in the directory: C:\Program
files\Wolfram Research\Mathematica\4.0\AddOns\StandardPackages\Statistics.
3. Download the Mathematica Example file below to your
desktop by clicking
here
4. Execute the Mathematica Example file.
Downloading Data Sets
|
While holding down the control key, click on the file
name and choose
Save this link As... . |
|
Right-click on the file name, then choose
Save Target As... (Internet Explorer) or
Save this link As...
(Netscape). |
The data sets used in the book are given below. The name of each file is Table1-xx.txt, where xx refers to the table number in the book where the data are given and the
extension txt indicates that the saved
file is a text (ASCII) file. Of
course, you can change the file name if you wish.
In addition, all data sets could be downloaded
as a single, compressed archive (zip file): All_Data.zip
.
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Errata/Comments/Feedback
To report errors, typos, comments, criticisms, and/or any other feedback,
please contact:
castie@unican.es or
ahadi@aucegypt.edu
Chapter 9:
- Page 214, Equation (9.59): The diagonal elements of the matrix I
q
should be n/d2 and
n[6(g - 1)2+
p2]/(6d2),
respectively. Thanks to Xiaodong Jin and Janusz Kawczak (UNC at Charlotte) for pointing these errors to our attention.
Chapter 11:
- Page 307, last equation: "1/k" should be
"-1/k".
- Page 322, Table 11.3: "x1/a" should be
"x-1/a". Thanks to C.L. Wong of Hong Kong for
pointing this and the above typo to our attention.
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