Generalized extreme value distribution

How to determine the global max and min from a piecewise function

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

What is the max and min of a horizontal line on a closed interval

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

Find the max and min from a quadratic on a closed interval

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

How to determine the absolute max min of a function on an open interval

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

Apply the EVT to the square function

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

Find the max and min of a linear function on the closed interval

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

Determine the extrema of a function on a closed interval

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

Using critical values and endpoints to determine the extrema of a polynomial

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

Determine the extrema using the end points of a closed interval

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

QRM L3-2: Basic concepts of EVT

Welcome to Quantitative Risk Management (QRM). So, once we have defined extremes, how can we model them? We will see that for extremes the CLT does not work, and that we need something else. Concepts and tools like max stability and the Poisson approximation will be discussed. We are prep

From playlist Quantitative Risk Management

QRM 4-2: The Fisher-Tippett and the Pickands-Balkema-de Haan Theorems

Welcome to Quantitative Risk Management (QRM). It is time to discuss the two fundamental theorems of EVT. We will give the necessary information, for their interpretation and use, but we will skip the proofs. Most of all, we will try to connect the two theorems, which give us extremely st

From playlist Quantitative Risk Management

QRM 4-3: A Bestiary of Tails

Welcome to Quantitative Risk Management (QRM). There is so much confusion about tails, that it is time to clarify what we are speaking about. Heavy tails, long tails and fat tails are not the same thing from a statistical and probabilistic point of view. In mathematics we need to be preci

From playlist Quantitative Risk Management

EVS Session 2 Maxima

Extreme Value Statistics: distribution of maxim

From playlist Extreme Value Statistics

EVS Session 1 Intro

Extreme Value Statistics, Introduction

From playlist Extreme Value Statistics

QRM 4-1: Swans, GEV and GPD

Welcome to Quantitative Risk Management (QRM). Let's continue our discussion in the realm of EVT. We want to say more about the GEV and the GPD limiting distributions, trying to understand how they emerge from the Block Maxima and the Peaks over Threshold approaches. Incidentally, we also

From playlist Quantitative Risk Management

Pavel Krupskiy - Conditional Normal Extreme-Value Copulas.

Dr Pavel Krupskiy (University of Melbourne) presents “Conditional Normal Extreme-Value Copulas”, 14 August 2020. Seminar organised by UNSW Sydney.

From playlist Statistics Across Campuses

EVS Session 4 Examples

Extreme Value Statistics: Examples

From playlist Extreme Value Statistics

EVS Session 3 POT

Extreme Value Statistics: Peak over Threshold methods

From playlist Extreme Value Statistics

How to determine the max and min of a sine on a closed interval

👉 Learn how to find the extreme values of a function using the extreme value theorem. The extreme values of a function are the points/intervals where the graph is decreasing, increasing, or has an inflection point. A theorem which guarantees the existence of the maximum and minimum points

From playlist Extreme Value Theorem of Functions

Statistical Physics of Biological Evolution by Joachim Krug ( Lecture - 5 )

PROGRAM BANGALORE SCHOOL ON STATISTICAL PHYSICS - X ORGANIZERS : Abhishek Dhar and Sanjib Sabhapandit DATE : 17 June 2019 to 28 June 2019 VENUE : Ramanujan Lecture Hall, ICTS Bangalore This advanced level school is the tenth in the series. This is a pedagogical school, aimed at bridgin

From playlist Bangalore School on Statistical Physics - X (2019)