Extreme Value Theory in Engineering
Extreme Value Theory in Engineering
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DOI：
10.1080/00401706.1990.10484615
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发表时间：
1990-02
期刊：
影响因子：
2.5
通讯作者：
J. Angus
中科院分区：
文献类型：
--
作者：
J. Angus
这本书涉及的概率和统计方面的极端。特别是设{X，，. n 2 I}是随机变量序列，令X1，X2，X3，X4，X5，X5，X6，X7，X8，X9，X9，X9，X10，X10，X10，X10，X，，。随机变量Xi，，被称为第r个最小值。并且X1，X2，X3，X4，X5，X6，X7，X8，X9，X9，X10，X11，X12，X13，X14，X15，X16，X18，X19，X19，X19，X19，X19，X19，X19分布理论和统计方面的极端X，和X，与应用的重点是这本书的主要焦点。介绍的水平假设读者已经掌握了概率和统计的高级课程，并没有试图在这方面提供补救。介绍避免复杂的证明结果中包含更多的理论论文。更加强调将这些结果应用于工程学科（主要是结构、土木和材料）的各种问题。本书不与Galambos（1978）的书竞争。利百特林格伦Rootzen（1983）.或Resnick（1987），没有它们，它就不可能成功地存在。相反，它的目的是使这些书中提出的理论能够为关心应用的广大读者所接受。有了这个目标。作者做了出色的收集工作[主要是从Galambos（1978），在较小程度上从Leadbetter等。（lYS 3）]的理论结果在工程应用中最重要的书。作为教科书。它的缺点是没有锻炼。然而，附录中的大量例子、I2组真实数据和计算机代码将使教授为学生的作业和项目提供许多可能性。总的来说，这本书提供了一个有价值的贡献，工程和appliedstatistics文献，使应用的理论极端访问开始研究生和高级本科工程学生以及工作的工程师和统计学家。
This book deals with the probabilistic and statistical aspects of extremes. Specilically. let {X,,. n 2 I} be a sequence of random variables and let X,,/5 X1,, 5 “’5 X,,,, be the ordered values from X,., X,,. The random variable X,,, is referred to as the rth smallest value. and X,,,,,,, is referred to as the rth largest value. The distribution theory and statistical aspects of the extremes X,,, and X,,,, with emphasis on applications are the main foci of this book. The level of presentation assumes that readers have mastered a senior-level course in probability and statistics and makes no attempt to provide remediation in this area. The presentation avoids complicated proofs of results contained in more theoretical treatises. placing more emphasis on the application of these results to various problems in engineering disciplines (mainly structural, civil, and materials). This book does not compete with those of Galambos (1978). Leadbetter, Lindgren. and Rootzen (1983). or Resnick (1987), and it could not exist successfully without them. Instead, it intends to make the theory presented in those books accessible to a broad readership concerned with applications. With this goal. the author has done an excellent job of gleaning [mostly from Galambos (1978) and to a lesser extent from Leadbetter et al.(lYS3)] the theoretical results most important in engineering applications for the book. As a textbook. it has the disadvantage of having no exercises. The numerous examples, I2 sets of real-life data, and computer codes in an appendix would allow the professor many possibilities for assignments and projects for students, however. Overall, this book provides a valuable contribution to the engineering and appliedstatistics literature by making the application of the theory of extremes accessible to beginning graduate and advanced undergraduate engineering students as well as to working engineers and statisticians.