extreme value theory

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• Extreme value theory — is a branch of statistics dealing with the extreme deviations from the median of probability distributions. The general theory sets out to assess the type of probability distributions generated by processes. Extreme value theory is important for… …   Wikipedia

• Extreme value theorem — This article is about continuous functions in analysis. For statistical theorems about the largest observation in a sequence of random variables, see extreme value theory. A continuous function ƒ(x) on the closed interval [a,b] showing the… …   Wikipedia

• Extreme value — The largest and the smallest element of a set are called extreme values, absolute extrema, or extreme records.For a differentiable function f, if f(x 0) is an extreme value for the set of all values f(x), and if x 0 is in the interior of the… …   Wikipedia

• Generalized extreme value distribution — Probability distribution name =Generalized extreme value type =density pdf cdf parameters =mu in [ infty,infty] , location (real) sigma in (0,infty] , scale (real) xiin [ infty,infty] , shape (real) support =x>mu sigma/xi,;(xi > 0) x …   Wikipedia

• Theory — The word theory has many distinct meanings in different fields of knowledge, depending on their methodologies and the context of discussion.In science a theory is a testable model of the manner of interaction of a set of natural phenomena,… …   Wikipedia

• Extreme physical information — (EPI) is a principle, first described and formulated in 1998 Frieden, B. Roy Physics from Fisher Information: A Unification , 1st Ed. Cambridge University Press, ISBN 0 521 63167 X, pp328, 1998 ( [ref name= Frieden6 ] shows 2nd Ed.)] by B. Roy… …   Wikipedia

• Large deviations theory — In Probability Theory, the Large Deviations Theory concerns the asymptotic behaviour of remote tails of sequences of probability distributions. Some basic ideas of the theory can be tracked back to Laplace and Cramér, although a clear unified… …   Wikipedia

• utility and value — ▪ economics Introduction       in economics, the determination of the prices of goods and services.       The modern industrial economy is characterized by a high degree of interdependence of its parts. The supplier of components or raw materials …   Universalium

• Extreme Unction — • A sacrament to give spiritual aid and comfort and perfect spiritual health, including, if need be, the remission of sins, and also, conditionally, to restore bodily health, to Christians who are seriously ill Catholic Encyclopedia. Kevin Knight …   Catholic encyclopedia

• Theory-based semantics — is a phrase used by Richard L. Ballard to describe knowledge representations that are based on the premise that the binding element of human thought is theory, and that theory constrains the meaning of concepts, ideas and thought patterns… …   Wikipedia

• Reliability theory — developed apart from the mainstream of probability and statistics. It was originally a tool to help nineteenth century maritime insurance and life insurance companies compute profitable rates to charge their customers. Even today, the terms… …   Wikipedia