Almost all published results on multivariate t-distributions (spanning the last 50 years) are collected in this comprehensive reference. The book begins with theoretical probabilistic results and then presents statistical aspects. Generalizations and applications are dealt with in the final chapters, including material on estimation and regression models of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.

The aim of this monograph is quite modest: It attempts to be a systematic exposition of all that appeared in the literature and was known to us by the end of the 20th century about the Laplace distribution and its numerous generalizations and extensions. We have tried to cover both theoretical developments and applications. There were two main reasons for writing this book. The first was our conviction that the areas and situations where the Laplace distribution naturally occurs is so extensive that tracking the original sources is unfeasible. The second was our observation of the growing...

Fills a gap in book literature

Examines many new Lagrangian probability distributions and their applications to a variety of different fields

Presents background mathematical and statistical formulas for easy reference

Detailed bibliography and index

Exercises in many chapters

May be used as a reference text or in graduate courses and seminars on Distribution Theory and Lagrangian Distributions

This important book provides an up-to-date comprehensive and down-to-earth survey of the theory and practice of extreme value distributions — one of the most prominent success stories of modern applied probability and statistics. Originated by E J Gumbel in the early forties as a tool for predicting floods, extreme value distributions evolved during the last 50 years into a coherent theory with applications in practically all fields of human endeavor where maximal or minimal values (the so-called extremes) are of relevance. The book is of usefulness both for a beginner with a limited...

These three volumes constitute the edited Proceedings of the NATO Advanced Study Institute on Statistical Distributions in Scientific Work held at the University of Calgary from July 29 to August 10, . 974. The general title of the volumes is "Statistical Distributions in Scientific Work." The individual volumes are: Volume 1 - Models and Structures; Volume 2 - Model Building and Model Selection; and Volume 3 - Characterizations and Applications. These correspond to the three advanced seminars of the Institute devoted to the respective subject areas. The planned activities of the Institute...

- Suitable for students, lecturers, researchers and practitioners of statistical sciences from diverse fields and be subject to an extensive usage
- This book uses real world data and elaborate illustrative examples involving financial time series, US income distribution comparison and input distribution modeling using civil engineering data
- Numerous graphical displays are included to facilitate a visual understanding of the material
- A Historical perspective has been kept in mind so that readers would appreciate the novel contributions within the framework of statistical...

This unique volume provides an up-to-date and detailed description of the various process capability indices widely (and sometimes misleadingly) used in the applications at production sites. The authors, who are internationally recognized experts in this area with numerous contributions to the field, provide a lucid exposition, which covers all the main aspects, developments and advances.The concept of Process Capability Index (PCI) is barely 20 years old, but the multitude of available versions can overwhelm even the most seasoned practitioner. The organized and self-contained presentation...

This important book presents developments in a remarkable field of inquiry in statistical/probability theory — the stress-strength model.Many papers in the field include the enigmatic “words” P(X

Arthur Lyon Bowley, the founding father of modern statistics, was an important and colorful figure and a leader in cementing the foundations of statistical methodology and of the applications of statistics to economical and social issues during the late 19th and early 20th centuries. This book presents the history of statistics.