| 000 | 02406nam a2200361 i 4500 | ||
|---|---|---|---|
| 001 | CR9781009053730 | ||
| 003 | UkCbUP | ||
| 005 | 20240301142636.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 210222s2022||||enk o ||1 0|eng|d | ||
| 020 | _a9781009053730 (ebook) | ||
| 020 | _z9781316511732 (hardback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
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| 050 | 4 |
_aQA273.6 _b.N35 2022 |
|
| 082 | 0 | 4 |
_a519.24 _223 |
| 100 | 1 |
_aNair, Jayakrishnan, _eauthor. |
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| 245 | 1 | 4 |
_aThe fundamentals of heavy tails : _bproperties, emergence, and estimation / _cJayakrishnan Nair, Adam Wierman, Bert Zwart. |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2022. |
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| 300 |
_a1 online resource (xiv, 250 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 |
_aCambridge series in statistical and probabilistic mathematics ; _v53 |
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| 500 | _aTitle from publisher's bibliographic system (viewed on 07 Apr 2022). | ||
| 520 | _aHeavy tails -extreme events or values more common than expected -emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the necessary mathematical models and statistical methods are not widely known. This book, for the first time, provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability. It tackles and tames the zoo of terminology for models and properties, demystifying topics such as the generalized central limit theorem and regular variation. It tracks the natural emergence of heavy-tailed distributions from a wide variety of general processes, building intuition. And it reveals the controversy surrounding heavy tails to be the result of flawed statistics, then equips readers to identify and estimate with confidence. Over 100 exercises complete this engaging package. | ||
| 650 | 0 |
_aDistribution (Probability theory) _xMathematical models. |
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| 700 | 1 |
_aWierman, Adam, _eauthor. |
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| 700 | 1 |
_aZwart, Bert, _eauthor. |
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| 776 | 0 | 8 |
_iPrint version: _z9781316511732 |
| 830 | 0 |
_aCambridge series on statistical and probabilistic mathematics ; _v53. |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1017/9781009053730 |
| 999 |
_c9269 _d9269 |
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