This article is about the statistical theory. For the result in calculus, see extreme value theorem.
Extreme value theory is used to model the risk of extreme, rare events, such as the 1755 Lisbon earthquake.
Extreme value theory or extreme value analysis (EVA) is a branch of statistics dealing with the extreme deviations from the median of probability distributions. It seeks to assess, from a given ordered sample of a given random variable, the probability of events that are more extreme than any previously observed. Extreme value analysis is widely used in many disciplines, such as structural engineering, finance, economics, earth sciences, traffic prediction, and geological engineering. For example, EVA might be used in the field of hydrology to estimate the probability of an unusually large flooding event, such as the 100-year flood. Similarly, for the design of a breakwater, a coastal engineer would seek to estimate the 50 year wave and design the structure accordingly.
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Extremevaluetheory or extremevalue analysis (EVA) is a branch of statistics dealing with the extreme deviations from the median of probability distributions...
theory and statistics, the generalized extremevalue (GEV) distribution is a family of continuous probability distributions developed within extreme value...
In probability theory and statistics, the Gumbel distribution (also known as the type-I generalized extremevalue distribution) is used to model the distribution...
range of the data may be estimated by the statistical methods of extremevaluetheory, developed for such purposes as predicting 100-year floods from a...
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In calculus, the extremevalue theorem states that if a real-valued function f {\displaystyle f} is continuous on the closed and bounded interval [ a ...
Kolmogorov, and his contributions to the study of probability theory, particularly extremevaluetheory, with such results as the Fisher–Tippett–Gnedenko theorem...
– Social capital theory Statistics: Extremevaluetheory Theatre: Performance theory Visual Arts: Aesthetics — Art educational theory — Architecture —...
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Tsui-Wei (2018). "Evaluating the robustness of neural networks: An extremevaluetheory approach". arXiv:1801.10578 [stat.ML]. "A CLEVER Way to Resist Adversarial...
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distribution:Properties and applications towards extremevaluetheory". Communications in Statistics - Theory and Methods. 48 (8): 1–25. arXiv:1708.01686....
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In probability theory and statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Diffusion...
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