摘要:

Climatology is an area with many applications of extreme–value theory. In applications to climatic data it is necessary to consider the distribution ol extremes for dependent random variables and to make allowance for non–stationarity (seasonal variation). It is shown that also for such data the classical limiting distributions for normalized maxima of independent and identically distributed random variables remain useful candidates to describe the distribution of the largest value in a year.Parameter estimation of extreme–value distributions is briefly reviewed. Attention is paid to variance–reduction of quantile estimates by making use of more observations than just the annual maxima. Three examples of applications deal with topics like the estimation of large quantiles by combining information from several records in a region, shifts in the distribution of maxima due to changes in measurement practices, and the use of cov

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01244.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

Simulated annealing is a general approach for approximately solving large combinatorial optimization problems. The algorithm is based on an intriguing combination of ideas from at first sight completely unrelated fields of science, viz. combinatorial optimization and statistical physics. On the one hand the algorithm can be viewed as an analogue of an algorithm used in statistical physics for computer simulation of the annealing of a solid to its minimum–energy state, on the other hand it can be considered as a generalization of the well–known iterative improvement approach to combinatorial optimization problems.In this introductory paper we give a mathematical description of the simulated annealing algorithm and discuss its behaviour from both a theoretical and a practical point of view. The latter is illustrated by applying the algorithm to the travelling salesman problem.This paper was written to familiarize the readers ofStatistica Neerlandicawith simulated annealing. It is a summary of papers written earlier by the authors and does not contain any new mater

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01245.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

摘要:

We use the independence of the integer and fractional parts of exponentially distributed random variables to obtain expressions for the order statistics from a geometric distribution. As our main result we show that a strong form of this independence characterizes the exponential distribution.

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01246.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01247.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1989.tb01248.x

出版商:Blackwell Publishing Ltd    

年代:1989

数据来源: WILEY