Analysis of extreme values of natural processes: Statistical description of the maximum (Q760138)
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English | Analysis of extreme values of natural processes: Statistical description of the maximum |
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Analysis of extreme values of natural processes: Statistical description of the maximum (English)
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1984
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Analysis of extreme values of time series occupies an important position in the study of many natural and environmental phenomena. This paper describes the statistical descriptors and characteristics of the Type I asymptotic distribution of extreme values for different underlying, or initial, distributions and different values of sample size, or number of observations.
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normal
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lognormal
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gamma
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extreme values of time series
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