Encyclopedia > Extreme value theory

  Article Content

Extreme value theory

Extreme value theory is a branch of statistics dealing with the extreme deviations from the mean of statistical distributions[?]. Extreme value theory is important for assessing risk for highly unusual events, such as 100-year floods.

Applications of extreme value theory:

History of extreme value theory

Founded by the German mathematician, pacifist, and anti-Nazi campaigner Emil Julius Gumbel who described the Gumbel distribution[?] in the 1950s.

this is a stub article -- please write more about this subject

References:

  • Gumbel, E.J.(1958). Statistics of Extremes. Columbia University Press.

See also:

External links:



All Wikipedia text is available under the terms of the GNU Free Documentation License

 
  Search Encyclopedia

Search over one million articles, find something about almost anything!
 
 
  
  Featured Article
Talk:Locally compact

... where the definitions all agree), with all the common examples and properties, and then have a separate section where the various definitions for non-Hausdorff spaces are ...