A Blagger's Guide to Extreme Value Theory
- Event time: 11:30am
- Event date: 24th November 2010
- Speaker: Robert Concannon (Formerly School of Physics & Astronomy, University of Edinburgh)
- Location: Room 2511, James Clerk Maxwell Building (JCMB) James Clerk Maxwell Building Peter Guthrie Tait Road Edinburgh EH9 3FD GB
Extreme Value Theory is a very applicable interdisciplinary branch of statistics, which has been going since the early 1910s. It is a way of finding the probability distribution of extreme events; for instance, the distribution of the largest measurement of a large set of measurements. I will give a few examples where E.V.T. is useful, derive some key results, and then study one situation as an example.
This is a roughly weekly series of didactical blackboard talks focussing on some theoretical aspect of Condensed Matter, Biological, and Statistical Physics..