Menu Close

Extreme Value And Related Models With Applications In Engineering And Science

These are the books for those you who looking for to read the Extreme Value And Related Models With Applications In Engineering And Science, try to read or download Pdf/ePub books and some of authors may have disable the live reading. Check the book if it available for your country and user who already subscribe will have full access all free books from the library source.

Extreme Value and Related Models with Applications in Engineering and Science

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Extreme Value and Related Models with Applications in Engineering and Science by Enrique Castillo,Ali S. Hadi,N. Balakrishnan,Jose M. Sarabia Book Summary:

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 and science. 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 data analysis and inference 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, exceedances and shortfalls, 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.

Extreme Value Theory in Engineering

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Extreme Value Theory in Engineering by Enrique Castillo Book Summary:

This book is a comprehensive guide to extreme value theory in engineering. Written for the end user with intermediate and advanced statistical knowledge, it covers classical methods as well as recent advances. A collection of 150 examples illustrates the theoretical results and takes the reader from simple applications through complex cases of dependence.

Statistical Analysis of Extreme Values

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Statistical Analysis of Extreme Values by Rolf-Dieter Reiss,Michael Thomas Book Summary:

Statistical analysis of extreme data is vital to many disciplines including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to parametric modeling, exploratory analysis and statistical interference for extreme values. For this Third Edition, the entire text has been thoroughly updated and rearranged to meet contemporary requirements, with new sections and chapters address such topics as dependencies, the conditional analysis and the multivariate modeling of extreme data. New chapters include An Overview of Reduced-Bias Estimation; The Spectral Decomposition Methodology; About Tail Independence; and Extreme Value Statistics of Dependent Random Variables.

Theory of Preliminary Test and Stein-Type Estimation with Applications

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Theory of Preliminary Test and Stein-Type Estimation with Applications by A. K. Md. Ehsanes Saleh Book Summary:

Theory of Preliminary Test and Stein-Type Estimation withApplications provides a com-prehensive account of the theory andmethods of estimation in a variety of standard models used inapplied statistical inference. It is an in-depth introduction tothe estimation theory for graduate students, practitioners, andresearchers in various fields, such as statistics, engineering,social sciences, and medical sciences. Coverage of the material isdesigned as a first step in improving the estimates before applyingfull Bayesian methodology, while problems at the end of eachchapter enlarge the scope of the applications. This book contains clear and detailed coverage of basic terminologyrelated to various topics, including: * Simple linear model; ANOVA; parallelism model; multipleregression model with non-stochastic and stochastic constraints;regression with autocorrelated errors; ridge regression; andmultivariate and discrete data models * Normal, non-normal, and nonparametric theory of estimation * Bayes and empirical Bayes methods * R-estimation and U-statistics * Confidence set estimation

Statistical Meta-Analysis with Applications

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Statistical Meta-Analysis with Applications by Joachim Hartung (Prof. Dr.),Guido Knapp,Bimal K. Sinha Book Summary:

"Statistical Meta-Analysis with Applications presents the necessary statistical methodologies that allow readers to tackle the four main stages of meta-analysis: problem formulation, data collection, data evaluation, and data analysis and interpretation. Combining the authors' expertise on the topic with a wealth of up-to-date information, this book successfully introduces the essential statistical practices for making thorough and accurate discoveries across a wide array of diverse fields, such as business, public health, biostatistics, and environmental studies."--Jacket.

Mixed Models

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Mixed Models by Eugene Demidenko Book Summary:

Praise for the First Edition “This book will serve to greatly complement the growing number of texts dealing with mixed models, and I highly recommend including it in one’s personal library.” —Journal of the American Statistical Association Mixed modeling is a crucial area of statistics, enabling the analysis of clustered and longitudinal data. Mixed Models: Theory and Applications with R, Second Edition fills a gap in existing literature between mathematical and applied statistical books by presenting a powerful examination of mixed model theory and application with special attention given to the implementation in R. The new edition provides in-depth mathematical coverage of mixed models’ statistical properties and numerical algorithms, as well as nontraditional applications, such as regrowth curves, shapes, and images. The book features the latest topics in statistics including modeling of complex clustered or longitudinal data, modeling data with multiple sources of variation, modeling biological variety and heterogeneity, Healthy Akaike Information Criterion (HAIC), parameter multidimensionality, and statistics of image processing. Mixed Models: Theory and Applications with R, Second Edition features unique applications of mixed model methodology, as well as: Comprehensive theoretical discussions illustrated by examples and figures Over 300 exercises, end-of-section problems, updated data sets, and R subroutines Problems and extended projects requiring simulations in R intended to reinforce material Summaries of major results and general points of discussion at the end of each chapter Open problems in mixed modeling methodology, which can be used as the basis for research or PhD dissertations Ideal for graduate-level courses in mixed statistical modeling, the book is also an excellent reference for professionals in a range of fields, including cancer research, computer science, and engineering.

Loss Models

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Loss Models by Stuart A. Klugman,Harry H. Panjer,Gordon E. Willmot Book Summary:

An essential resource for constructing and analyzing advanced actuarial models Loss Models: Further Topics presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models. The book uses these methods to construct and evaluate actuarial models in the fields of insurance and business. Providing an advanced study of actuarial methods, the book features extended discussions of risk modeling and risk measures, including Tail-Value-at-Risk. Loss Models: Further Topics contains additional material to accompany the Fourth Edition of Loss Models: From Data to Decisions, such as: Extreme value distributions Coxian and related distributions Mixed Erlang distributions Computational and analytical methods for aggregate claim models Counting processes Compound distributions with time-dependent claim amounts Copula models Continuous time ruin models Interpolation and smoothing The book is an essential reference for practicing actuaries and actuarial researchers who want to go beyond the material required for actuarial qualification. Loss Models: Further Topics is also an excellent resource for graduate students in the actuarial field.

Uncertainty Analysis with High Dimensional Dependence Modelling

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Uncertainty Analysis with High Dimensional Dependence Modelling by Dorota Kurowicka,Roger M. Cooke Book Summary:

This text provides both the mathematical foundations and practical applications in this rapidly expanding area, including: an up-to-date, comprehensive overview of the foundations and applications of uncertainty analysis; all the key topics, including uncertainty elicitation, dependence modelling, sensitivity analysis and probabilistic inversion; numerous worked examples and applications; workbook problems, enabling use for teaching; software support for the examples, using UNICORN - a Windows-based uncertainty modelling package developed by the authors; and a website featuring a version of the UNICORN software tailored specifically for the book, as well as computer programs and data sets to support the examples.".

Combinatorial Methods in Discrete Distributions

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Combinatorial Methods in Discrete Distributions by Charalambos A. Charalambides Book Summary:

A unique approach illustrating discrete distribution theory throughcombinatorial methods This book provides a unique approach by presenting combinatorialmethods in tandem with discrete distribution theory. This method,particular to discreteness, allows readers to gain a deeperunderstanding of theory by using applications to solve problems.The author makes extensive use of the reduction approach toconditional distributions of independent random occupancy numbers,and provides excellent studies of occupancy and sequentialoccupancy distributions, convolutions of truncated discretedistributions, and compound and mixture distributions. Combinatorial Methods in Discrete Distributions begins with abrief presentation of set theory followed by basic countingprinciples. Fundamental principles of combinatorics, finitedifferences, and discrete probability are included to give readersthe necessary foundation to the topics presented in the text. A thorough examination of the field is provided andfeatures: Stirling numbers and generalized factorial coefficients Occupancy and sequential occupancy distributions n-fold convolutions of truncated distributions Compound and mixture distributions Thoroughly worked examples aid readers in understanding complextheory and discovering how theory can be applied to solve practicalproblems. An appendix with hints and answers to the exercises helpsreaders work through the more complex sections. Reference notes areprovided at the end of each chapter, and an extensive bibliographyoffers readers a resource for additional information on specializedtopics.

The Analysis of Covariance and Alternatives

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

The Analysis of Covariance and Alternatives by Bradley Huitema Book Summary:

A complete guide to cutting-edge techniques and best practices for applying covariance analysis methods The Second Edition of Analysis of Covariance and Alternatives sheds new light on its topic, offering in-depth discussions of underlying assumptions, comprehensive interpretations of results, and comparisons of distinct approaches. The book has been extensively revised and updated to feature an in-depth review of prerequisites and the latest developments in the field. The author begins with a discussion of essential topics relating to experimental design and analysis, including analysis of variance, multiple regression, effect size measures and newly developed methods of communicating statistical results. Subsequent chapters feature newly added methods for the analysis of experiments with ordered treatments, including two parametric and nonparametric monotone analyses as well as approaches based on the robust general linear model and reversed ordinal logistic regression. Four groundbreaking chapters on single-case designs introduce powerful new analyses for simple and complex single-case experiments. This Second Edition also features coverage of advanced methods including: Simple and multiple analysis of covariance using both the Fisher approach and the general linear model approach Methods to manage assumption departures, including heterogeneous slopes, nonlinear functions, dichotomous dependent variables, and covariates affected by treatments Power analysis and the application of covariance analysis to randomized-block designs, two-factor designs, pre- and post-test designs, and multiple dependent variable designs Measurement error correction and propensity score methods developed for quasi-experiments, observational studies, and uncontrolled clinical trials Thoroughly updated to reflect the growing nature of the field, Analysis of Covariance and Alternatives is a suitable book for behavioral and medical scineces courses on design of experiments and regression and the upper-undergraduate and graduate levels. It also serves as an authoritative reference work for researchers and academics in the fields of medicine, clinical trials, epidemiology, public health, sociology, and engineering.

Using the Weibull Distribution

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Using the Weibull Distribution by John I. McCool Book Summary:

Understand and utilize the latest developments in Weibull inferential methods While the Weibull distribution is widely used in science and engineering, most engineers do not have the necessary statistical training to implement the methodology effectively. Using the Weibull Distribution: Reliability, Modeling, and Inference fills a gap in the current literature on the topic, introducing a self-contained presentation of the probabilistic basis for the methodology while providing powerful techniques for extracting information from data. The author explains the use of the Weibull distribution and its statistical and probabilistic basis, providing a wealth of material that is not available in the current literature. The book begins by outlining the fundamental probability and statistical concepts that serve as a foundation for subsequent topics of coverage, including: • Optimum burn-in, age and block replacement, warranties and renewal theory • Exact inference in Weibull regression • Goodness of fit testing and distinguishing the Weibull from the lognormal • Inference for the Three Parameter Weibull Throughout the book, a wealth of real-world examples showcases the discussed topics and each chapter concludes with a set of exercises, allowing readers to test their understanding of the presented material. In addition, a related website features the author's own software for implementing the discussed analyses along with a set of modules written in Mathcad®, and additional graphical interface software for performing simulations. With its numerous hands-on examples, exercises, and software applications, Using the Weibull Distribution is an excellent book for courses on quality control and reliability engineering at the upper-undergraduate and graduate levels. The book also serves as a valuable reference for engineers, scientists, and business analysts who gather and interpret data that follows the Weibull distribution

Nonparametric Analysis of Univariate Heavy-Tailed Data

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Nonparametric Analysis of Univariate Heavy-Tailed Data by Natalia Markovich Book Summary:

Heavy-tailed distributions are typical for phenomena in complex multi-component systems such as biometry, economics, ecological systems, sociology, web access statistics, internet traffic, biblio-metrics, finance and business. The analysis of such distributions requires special methods of estimation due to their specific features. These are not only the slow decay to zero of the tail, but also the violation of Cramer’s condition, possible non-existence of some moments, and sparse observations in the tail of the distribution. The book focuses on the methods of statistical analysis of heavy-tailed independent identically distributed random variables by empirical samples of moderate sizes. It provides a detailed survey of classical results and recent developments in the theory of nonparametric estimation of the probability density function, the tail index, the hazard rate and the renewal function. Both asymptotical results, for example convergence rates of the estimates, and results for the samples of moderate sizes supported by Monte-Carlo investigation, are considered. The text is illustrated by the application of the considered methodologies to real data of web traffic measurements.

Quantile Regression

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Quantile Regression by Cristina Davino,Marilena Furno,Domenico Vistocco Book Summary:

A guide to the implementation and interpretation of Quantile Regression models This book explores the theory and numerous applications of quantile regression, offering empirical data analysis as well as the software tools to implement the methods. The main focus of this book is to provide the reader with a comprehensive description of the main issues concerning quantile regression; these include basic modeling, geometrical interpretation, estimation and inference for quantile regression, as well as issues on validity of the model, diagnostic tools. Each methodological aspect is explored and followed by applications using real data. Quantile Regression: Presents a complete treatment of quantile regression methods, including, estimation, inference issues and application of methods. Delivers a balance between methodolgy and application Offers an overview of the recent developments in the quantile regression framework and why to use quantile regression in a variety of areas such as economics, finance and computing. Features a supporting website (www.wiley.com/go/quantile_regression) hosting datasets along with R, Stata and SAS software code. Researchers and PhD students in the field of statistics, economics, econometrics, social and environmental science and chemistry will benefit from this book.

Introduction to Nonparametric Regression

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Introduction to Nonparametric Regression by K. Takezawa Book Summary:

An easy-to-grasp introduction to nonparametric regression This book's straightforward, step-by-step approach provides anexcellent introduction to the field for novices of nonparametricregression. Introduction to Nonparametric Regression clearlyexplains the basic concepts underlying nonparametric regression andfeatures: * Thorough explanations of various techniques, which avoid complexmathematics and excessive abstract theory to help readersintuitively grasp the value of nonparametric regressionmethods * Statistical techniques accompanied by clear numerical examplesthat further assist readers in developing and implementing theirown solutions * Mathematical equations that are accompanied by a clearexplanation of how the equation was derived The first chapter leads with a compelling argument for studyingnonparametric regression and sets the stage for more advanceddiscussions. In addition to covering standard topics, such askernel and spline methods, the book provides in-depth coverage ofthe smoothing of histograms, a topic generally not covered incomparable texts. With a learning-by-doing approach, each topical chapter includesthorough S-Plus? examples that allow readers to duplicate the sameresults described in the chapter. A separate appendix is devoted tothe conversion of S-Plus objects to R objects. In addition, eachchapter ends with a set of problems that test readers' grasp of keyconcepts and techniques and also prepares them for more advancedtopics. This book is recommended as a textbook for undergraduate andgraduate courses in nonparametric regression. Only a basicknowledge of linear algebra and statistics is required. Inaddition, this is an excellent resource for researchers andengineers in such fields as pattern recognition, speechunderstanding, and data mining. Practitioners who rely onnonparametric regression for analyzing data in the physical,biological, and social sciences, as well as in finance andeconomics, will find this an unparalleled resource.

Aspects of Multivariate Statistical Theory

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Aspects of Multivariate Statistical Theory by Robb J. Muirhead Book Summary:

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. ". . . the wealth of material on statistics concerning the multivariate normal distribution is quite exceptional. As such it is a very useful source of information for the general statistician and a must for anyone wanting to penetrate deeper into the multivariate field." -Mededelingen van het Wiskundig Genootschap "This book is a comprehensive and clearly written text on multivariate analysis from a theoretical point of view." -The Statistician Aspects of Multivariate Statistical Theory presents a classical mathematical treatment of the techniques, distributions, and inferences based on multivariate normal distribution. Noncentral distribution theory, decision theoretic estimation of the parameters of a multivariate normal distribution, and the uses of spherical and elliptical distributions in multivariate analysis are introduced. Advances in multivariate analysis are discussed, including decision theory and robustness. The book also includes tables of percentage points of many of the standard likelihood statistics used in multivariate statistical procedures. This definitive resource provides in-depth discussion of the multivariate field and serves admirably as both a textbook and reference.

Finding Groups in Data

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Finding Groups in Data by Leonard Kaufman,Peter J. Rousseeuw Book Summary:

An introduction to the practical application of cluster analysis,Finding Groups in Data presents a selection of methods that together can deal with most applications. These methods are chosen for their robustness, consistency, and general applicability. The text discusses the main approaches to clustering and provides guidance in choosing between the available methods. It also discusses various types of data, including interval-scaled and binary variables as well as similarity data and explains how these can be transformed prior to clustering. With numerous exercises to aid learning,Finding Groups in Data provides an invaluable introduction to cluster analysis with an emphasis on methods that are both easy to use and modern.

The EM Algorithm and Extensions

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

The EM Algorithm and Extensions by Geoffrey J. McLachlan,Geoffrey McLachlan,Thriyambakam Krishnan Book Summary:

Since its inception in 1977, the Expectation-Maximization (EM) algorithm has been the subject of intense scrutiny, dozens of applications, numerous extensions, and thousands of publications. The algorithm and its extensions are now standard tools applied to incomplete data problems in virtually every field in which statistical methods are used.

Markov Processes and Applications

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Markov Processes and Applications by Etienne Pardoux Book Summary:

Feaures include: Monte Carlo Method, discrete time Markov chains, Poisson processes and continous time jump Markov Processes; difussion rpocesses, mathematical finance and stochastic calculus.

Visual Statistics

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Visual Statistics by Young,Forrest W. Young,Pedro Valero-Mora,Michael Friendly Book Summary:

Visual statistics accomplishes the goal of bringing the most complex and advanced statistical methods within the reach of those with little statistical training by using animated graphics of the data. This text shows how to make dynamic visualizations tht are fully interactive and respond instantly to the user's nudges and prods.

Markov Decision Processes

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Markov Decision Processes by Martin L. Puterman Book Summary:

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This text is unique in bringing together so many results hitherto found only in part in other texts and papers. . . . The text is fairly self-contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." —Zentralblatt fur Mathematik ". . . it is of great value to advanced-level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic. . . . Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up-to-date, unified, and rigorous treatment of theoretical and computational aspects of discrete-time Markov decision processes." —Journal of the American Statistical Association

Robust Statistics

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Robust Statistics by Frank R. Hampel,Elvezio M. Ronchetti,Peter J. Rousseeuw,Werner A. Stahel Book Summary:

An introduction to the concepts, theory and applications of robust statistics, providing a comprehensive account of the infinitesimal approach and insight into the robustness properties of existing procedures.

Biostatistics

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Biostatistics by George G. Woodworth Book Summary:

An essential introductory text linking traditional biostatistics with bayesian methods In recent years, Bayesian methods have seen an explosion of interest, with applications in fields including biochemistry, ecology, medicine, oncology, pharmacology, and public health. As an interpretive system integrating data with observation, the Bayesian approach provides a nuanced yet mathematically rigorous means of conceptualizing biomedical statistics–from diagnostic tests to DNA evidence. Biostatistics: A Bayesian Introduction offers a pioneering approach by presenting the foundations of biostatistics through the Bayesian lens. Using easily understood, classic Dutch Book thought experiments to derive subjective probability from a simple principle of rationality, the book connects statistical science with scientific reasoning. The author shows how to compute, interpret, and report Bayesian statistical analyses in practice, and illustrates how to reinterpret traditional statistical reporting–such as confidence intervals, margins of error, and one-sided p-values–in Bayesian terms. Topics covered include: Probability and subjective probability Distributions and descriptive statistics Continuous probability distributions Comparing rates and means Linear models and statistical adjustment Logistic regression and adjusted odds ratios Survival analysis Hierarchical models and meta-analysis Decision theory and sample size determination The book includes extensive problem sets and references in each chapter, as well as complete instructions on computer analysis with the versatile SAS and WinBUGS software packages as well as the Excel spreadsheet program. For professionals and students, Biostatistics: A Bayesian Introduction offers an unique, real-world entry point into a remarkable alternative method of interpreting statistical data.

Handbook of Monte Carlo Methods

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Handbook of Monte Carlo Methods by Dirk P. Kroese,Thomas Taimre,Zdravko I. Botev Book Summary:

"The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a minimum, this without sacrificing rigor. The book is intended to be used as an essential guide to Monte Carlo methods to quickly look up ideas, procedures, formulas, pictures, etc., rather than purely a monograph for researchers or a textbook for students. As the popularity of these methods continues to grow, and new methods are developed in rapid succession, the staggering number of related techniques, ideas, concepts and algorithms makes it difficult to maintain an overall picture of the Monte Carlo approach. This book attempts to encapsulate the emerging dynamics of this field of study"--

Statistical Analysis of Designed Experiments

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Statistical Analysis of Designed Experiments by Ajit C. Tamhane Book Summary:

A indispensable guide to understanding and designing modern experiments The tools and techniques of Design of Experiments (DOE) allow researchers to successfully collect, analyze, and interpret data across a wide array of disciplines. Statistical Analysis of Designed Experiments provides a modern and balanced treatment of DOE methodology with thorough coverage of the underlying theory and standard designs of experiments, guiding the reader through applications to research in various fields such as engineering, medicine, business, and the social sciences. The book supplies a foundation for the subject, beginning with basic concepts of DOE and a review of elementary normal theory statistical methods. Subsequent chapters present a uniform, model-based approach to DOE. Each design is presented in a comprehensive format and is accompanied by a motivating example, discussion of the applicability of the design, and a model for its analysis using statistical methods such as graphical plots, analysis of variance (ANOVA), confidence intervals, and hypothesis tests. Numerous theoretical and applied exercises are provided in each chapter, and answers to selected exercises are included at the end of the book. An appendix features three case studies that illustrate the challenges often encountered in real-world experiments, such as randomization, unbalanced data, and outliers. Minitab® software is used to perform analyses throughout the book, and an accompanying FTP site houses additional exercises and data sets. With its breadth of real-world examples and accessible treatment of both theory and applications, Statistical Analysis of Designed Experiments is a valuable book for experimental design courses at the upper-undergraduate and graduate levels. It is also an indispensable reference for practicing statisticians, engineers, and scientists who would like to further their knowledge of DOE.

Generalized, Linear, and Mixed Models

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Generalized, Linear, and Mixed Models by Charles E. McCulloch,Shayle R. Searle,John M. Neuhaus Book Summary:

An accessible and self-contained introduction to statisticalmodels-now in a modernized new edition Generalized, Linear, and Mixed Models, Second Editionprovides an up-to-date treatment of the essential techniques fordeveloping and applying a wide variety of statistical models. Thebook presents thorough and unified coverage of the theory behindgeneralized, linear, and mixed models and highlights theirsimilarities and differences in various construction, application,and computational aspects. A clear introduction to the basic ideas of fixed effects models,random effects models, and mixed models is maintained throughout,and each chapter illustrates how these models are applicable in awide array of contexts. In addition, a discussion of generalmethods for the analysis of such models is presented with anemphasis on the method of maximum likelihood for the estimation ofparameters. The authors also provide comprehensive coverage of thelatest statistical models for correlated, non-normally distributeddata. Thoroughly updated to reflect the latest developments in thefield, the Second Edition features: A new chapter that covers omitted covariates, incorrect randomeffects distribution, correlation of covariates and random effects,and robust variance estimation A new chapter that treats shared random effects models, latentclass models, and properties of models A revised chapter on longitudinal data, which now includes adiscussion of generalized linear models, modern advances inlongitudinal data analysis, and the use between and withincovariate decompositions Expanded coverage of marginal versus conditional models Numerous new and updated examples With its accessible style and wealth of illustrative exercises,Generalized, Linear, and Mixed Models, Second Edition is anideal book for courses on generalized linear and mixed models atthe upper-undergraduate and beginning-graduate levels. It alsoserves as a valuable reference for applied statisticians,industrial practitioners, and researchers.

Statistics for Imaging, Optics, and Photonics

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Statistics for Imaging, Optics, and Photonics by Peter Bajorski Book Summary:

A vivid, hands-on discussion of the statistical methods in imaging, optics, and photonics applications In the field of imaging science, there is a growing need for students and practitioners to be equipped with the necessary knowledge and tools to carry out quantitative analysis of data. Providing a self-contained approach that is not too heavily statistical in nature, Statistics for Imaging, Optics, and Photonics presents necessary analytical techniques in the context of real examples from various areas within the field, including remote sensing, color science, printing, and astronomy. Bridging the gap between imaging, optics, photonics, and statistical data analysis, the author uniquely concentrates on statistical inference, providing a wide range of relevant methods. Brief introductions to key probabilistic terms are provided at the beginning of the book in order to present the notation used, followed by discussions on multivariate techniques such as: Linear regression models, vector and matrix algebra, and random vectors and matrices Multivariate statistical inference, including inferences about both mean vectors and covariance matrices Principal components analysis Canonical correlation analysis Discrimination and classification analysis for two or more populations and spatial smoothing Cluster analysis, including similarity and dissimilarity measures and hierarchical and nonhierarchical clustering methods Intuitive and geometric understanding of concepts is emphasized, and all examples are relatively simple and include background explanations. Computational results and graphs are presented using the freely available R software, and can be replicated by using a variety of software packages. Throughout the book, problem sets and solutions contain partial numerical results, allowing readers to confirm the accuracy of their approach; and a related website features additional resources including the book's datasets and figures. Statistics for Imaging, Optics, and Photonics is an excellent book for courses on multivariate statistics for imaging science, optics, and photonics at the upper-undergraduate and graduate levels. The book also serves as a valuable reference for professionals working in imaging, optics, and photonics who carry out data analyses in their everyday work.

Encyclopedia of Quantitative Risk Analysis and Assessment

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Encyclopedia of Quantitative Risk Analysis and Assessment by N.A Book Summary:

Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety, investment theory, public policy applications, transportation safety, public perception of risk, epidemiological risk, national defence and security, critical infrastructure, and program management. This major publication is easily accessible for all those involved in the field of risk assessment and analysis. For ease-of-use it is available in print and online.

Design of Buildings for Wind

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Design of Buildings for Wind by Emil Simiu Book Summary:

ASCE 7 is the US standard for identifying minimum design loads for buildings and other structures. ASCE 7 covers many load types, of which wind is one. The purpose of this book is to provide structural and architectural engineers with the practical state-of-the-art knowledge and tools needed for designing and retrofitting buildings for wind loads. The book will also cover wind-induced loss estimation. This new edition include a guide to the thoroughly revised, 2010 version of the ASCE 7 Standard provisions for wind loads; incorporate major advances achieved in recent years in the design of tall buildings for wind; present material on retrofitting and loss estimation; and improve the presentation of the material to increase its usefulness to structural engineers. Key features: New focus on tall buildings helps make the analysis and design guidance easier and less complex. Covers the new simplified design methods of ASCE 7-10, guiding designers to clearly understand the spirit and letter of the provisions and use the design methods with confidence and ease. Includes new coverage of retrofitting for wind load resistance and loss estimation from hurricane winds. Thoroughly revised and updated to conform with current practice and research.

American Book Publishing Record

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

American Book Publishing Record by N.A Book Summary:

Download or read American Book Publishing Record book by clicking button below to visit the book download website. There are multiple format available for you to choose (Pdf, ePub, Doc).

Tsunamis

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Tsunamis by Eddie N. Bernard,Allan R. Robinson Book Summary:

The world's foremost experts write about the dynamics of geophysical processes involved in tsunami generation, propagation, and inundation, along with the statistical and geophysical properties of tsunami recurrence, and their application to tsunami forecasts and warnings.

Statistical Analysis of Extreme Values

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Statistical Analysis of Extreme Values by Rolf-Dieter Reiss,Michael Thomas Book Summary:

The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical interference for extreme values. The entire text of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I–III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about "An Overview of Reduced-Bias Estimation" (co-authored by M.I. Gomes), "The Spectral Decomposition Methodology", and "About Tail Independence" (co-authored by M. Frick), and the new chapter about "Extreme Value Statistics of Dependent Random Variables" (co-authored by H. Drees). Other new topics, e.g., a chapter about "Environmental Sciences", (co--authored by R.W. Katz), are collected within Parts IV–VI.

Bayesian Networks

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Bayesian Networks by Timo Koski,John Noble Book Summary:

Bayesian Networks: An Introduction provides a self-contained introduction to the theory and applications of Bayesian networks, a topic of interest and importance for statisticians, computer scientists and those involved in modelling complex data sets. The material has been extensively tested in classroom teaching and assumes a basic knowledge of probability, statistics and mathematics. All notions are carefully explained and feature exercises throughout. Features include: An introduction to Dirichlet Distribution, Exponential Families and their applications. A detailed description of learning algorithms and Conditional Gaussian Distributions using Junction Tree methods. A discussion of Pearl's intervention calculus, with an introduction to the notion of see and do conditioning. All concepts are clearly defined and illustrated with examples and exercises. Solutions are provided online. This book will prove a valuable resource for postgraduate students of statistics, computer engineering, mathematics, data mining, artificial intelligence, and biology. Researchers and users of comparable modelling or statistical techniques such as neural networks will also find this book of interest.

Extreme Value Theory

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Extreme Value Theory by Laurens de Haan,Ana Ferreira Book Summary:

Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity

Journal of the American Statistical Association

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Journal of the American Statistical Association by N.A Book Summary:

Download or read Journal of the American Statistical Association book by clicking button below to visit the book download website. There are multiple format available for you to choose (Pdf, ePub, Doc).

Extreme Value Methods with Applications to Finance

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Extreme Value Methods with Applications to Finance by Serguei Y. Novak Book Summary:

Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparametric estimation methods. These topics have not been fully focused on in other books on extremes. In addition, the book covers: Extremes in samples of random size Methods of estimating extreme quantiles and tail probabilities Self-normalized sums of random variables Measures of market risk Along with examples from finance and insurance to illustrate the methods, Extreme Value Methods with Applications to Finance includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text. A systematic background to a rapidly growing branch of modern Probability and Statistics: extreme value theory for stationary sequences of random variables.

Extreme Events in Finance

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Extreme Events in Finance by Francois Longin Book Summary:

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: • Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management • Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets • Extensive references in order to provide readers with resources for further study • Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance. François Longin, PhD, is Professor in the Department of Finance at ESSEC Business School, France. He has been working on the applications of extreme value theory to financial markets for many years, and his research has been applied by financial institutions in the risk management area including market, credit, and operational risks. His research works can be found in scientific journals such as The Journal of Finance. Dr. Longin is currently a financial consultant with expertise covering risk management for financial institutions and portfolio management for asset management firms.

An Introduction to Statistical Modeling of Extreme Values

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

An Introduction to Statistical Modeling of Extreme Values by Stuart Coles Book Summary:

Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.

Extreme Value Modeling and Risk Analysis

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Extreme Value Modeling and Risk Analysis by Taylor & Francis Group Book Summary:

Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subject. After reviewing univariate extreme value analysis and multivariate extremes, the book explains univariate extreme value mixture modeling, threshold selection in extreme value analysis, and threshold modeling of non-stationary extremes. It presents new results for block-maxima of vine copulas, develops time series of extremes with applications from climatology, describes max-autoregressive and moving maxima models for extremes, and discusses spatial extremes and max-stable processes. The book then covers simulation and conditional simulation of max-stable processes; inference methodologies, such as composite likelihood, Bayesian inference, and approximate Bayesian computation; and inferences about extreme quantiles and extreme dependence. It also explores novel applications of extreme value modeling, including financial investments, insurance and financial risk management, weather and climate disasters, clinical trials, and sports statistics. Risk analyses related to extreme events require the combined expertise of statisticians and domain experts in climatology, hydrology, finance, insurance, sports, and other fields. This book connects statistical/mathematical research with critical decision and risk assessment/management applications to stimulate more collaboration between these statisticians and specialists.

Extreme Value Distributions

Extreme Value And Related Models With Applications In Engineering And Science [Pdf/ePub] eBook

Extreme Value Distributions by Samuel Kotz,Saralees Nadarajah Book Summary:

This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions OCo 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. Sample Chapter(s). Chapter 1.1: Historical Survey (139 KB). Chapter 1.2: The Three Types of Extreme Value Distributions (146 KB). Chapter 1.3: Limiting Distributions and Domain of Attraction (210 KB). Chapter 1.4: Distribution Function and Moments of Type 1 Distribution (160 KB). Chapter 1.5: Order Statistics, Record Values and Characterizations (175 KB). Contents: Univariate Extreme Value Distributions; Generalized Extreme Value Distributions; Multivariate Extreme Value Distributions. Readership: Applied probabilists, applied statisticians, environmental scientists, climatologists, industrial engineers and management experts."