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:
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A unique focus on modern topics including inference and extreme value
regression
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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
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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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Downloading Software
You need to install the Mathematica software. Proceed as
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1. Download the Mathematica package by clicking
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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.
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