by Samuel Kotz (The George Washington University, USA) & Saralees Nadarajah (The University of Nottingham, UK)

Table of Contents (33k)
Preface (54k)
Chapter 1: Univariate Extreme Value Distributions
Chapter 1.1: Historical Survey (139k)
Chapter 1.2: The Three Types of Extreme Value Distributions (146k)
Chapter 1.3: Limiting Distributions and Domain of Attraction (210k)
Chapter 1.4: Distribution Function and Moments of Type 1 Distribution (160k)
Chapter 1.5: Order Statistics, Record Values and Characterizations (175k)

This important book provides an up-to-date 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 forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited probabilistic background and to expert in the field.

• Univariate Extreme Value Distributions
• Generalized Extreme Value Distributions
• Multivariate Extreme Value Distributions