Extreme value theorem

Results: 13



#Item
1Probability distributions / FisherTippettGnedenko theorem / Generalized extreme value distribution / Boris Vladimirovich Gnedenko / L. H. C. Tippett / Normal distribution / Extreme value theory / Stability postulate

Statistics and clustering of extreme space climate events Alexander Ruzmaikin Statistics of Large Numbers: LLN, CLT, Gaussian Distribution

Add to Reading List

Source URL: www.spaceclimate.fi

Language: English - Date: 2016-04-02 11:31:09
2Statistics / Mathematical analysis / Probability / Probability distributions / Algebra of random variables / Probability theory / Central limit theorem / Variance / Normal distribution / Multivariate random variable / Expected value / Relationships among probability distributions

Extreme Negative Dependence and Risk Aggregation Bin Wang∗ and Ruodu Wang† January 22, 2015 Abstract We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given commo

Add to Reading List

Source URL: sas.uwaterloo.ca

Language: English - Date: 2015-01-22 22:51:14
3Actuarial science / Probability theory / Exponentials / Pareto distribution / Central limit theorem / Power law / Bootstrapping / Sample size determination / Generalized extreme value distribution / Statistics / Data analysis / Statistical inference

EXTREME RISK INITIATIVE —NYU SCHOOL OF ENGINEERING RESEARCH PAPERS 1 On the tail risk of violent conflict and its underestimation

Add to Reading List

Source URL: www.fooledbyrandomness.com

Language: English - Date: 2015-05-18 09:51:34
4Extreme value theory / Black Saturday bushfires / Normal distribution / Q-Q plot / Bushfires in Australia / Canberra bushfires / CLEO / Xi / Central limit theorem / Statistics / Summary statistics / Generalized extreme value distribution

Estimate of maximum insurance loss due to bushfires

Add to Reading List

Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:19:49
5Actuarial science / Correlation and dependence / Copula / Correlation / Central limit theorem / Extreme value theory / Independence / Pearson product-moment correlation coefficient / Statistics / Statistical dependence / Covariance and correlation

Estudos e Documentos de Trabalho Working Papers 8 | 2010 EXTREMAL DEPENDENCE IN INTERNATIONAL OUTPUT GROWTH: TALES FROM THE TAILS

Add to Reading List

Source URL: www.bportugal.pt

Language: English - Date: 2012-04-13 06:17:26
6Actuarial science / Generalized extreme value distribution / Weibull distribution / Central limit theorem / Normal distribution / Exponential distribution / Pareto distribution / Cauchy distribution / Scale parameter / Statistics / Gumbel distribution / Survival analysis

Introduction to Extreme Value Modelling Henning Rust [removed] Modul Meteorologische Extremereignisse, 1. August 2014

Add to Reading List

Source URL: users.met.fu-berlin.de

Language: English - Date: 2014-08-01 05:58:02
7Normal distribution / Order statistic / Angle / Extreme value theory / Central limit theorem / Statistics / Statistical theory / Asymptotic distribution

Distributions of Angles in Random Packing on Spheres arXiv:1306.0256v1 [math.ST] 2 Jun 2013 Tony Cai1 , Jianqing Fan2 and Tiefeng Jiang3 University of Pennsylvania, Princeton University and University of Minnesota

Add to Reading List

Source URL: arxiv.org

Language: English - Date: 2013-06-03 20:14:24
8Differential calculus / Mean value theorem / Continuous function / Extreme value theorem / First derivative test / Maxima and minima / Derivative / Fundamental theorem of calculus / Convex function / Mathematical analysis / Mathematics / Calculus

Lecture 9: The mean value theorem Today, we’ll state and prove the mean value theorem and describe other ways in which derivatives of functions give us global information about their behavior. Let f be a real valued fu

Add to Reading List

Source URL: math.caltech.edu

Language: English - Date: 2013-10-21 09:46:41
9General topology / Continuous function / Functions and mappings / Intermediate value theorem / Net / Squeeze theorem / Extreme value theorem / Limit of a function / Fundamental theorem of calculus / Mathematical analysis / Mathematics / Calculus

Lecture 7 Limits and Continuity Today, for the first time, we’ll be discussing limits of functions on the real line and for this reason we have to modify our definition of limit. For the record: Definition A function f

Add to Reading List

Source URL: math.caltech.edu

Language: English - Date: 2013-10-06 14:58:25
10Functions and mappings / Riemann integral / Continuous function / Uniform continuity / Integral / Extreme value theorem / Mean value theorem / Derivative / Non-standard calculus / Mathematical analysis / Mathematics / Calculus

Lecture 15: Integrability and uniform continuity Sorry for this abbreviated lecture. We didn’t complete the proof of properties of the Riemann integral from last time. We could write the definition of continuity as fol

Add to Reading List

Source URL: math.caltech.edu

Language: English - Date: 2013-11-06 10:54:00
UPDATE