Extreme Value Distributions.

This is an expository survey of the univariate theory of extreme values and the estimation of the parameters of the related extreme-value distributions. This survey was written at the invitation of Professors N.L. Johnson and S. Kotz, editors of the forthcoming Encyclopedia of Statistical Sciences to be published by John Wiley and Sons, Inc., New York. The theory of extreme values plays a fundamental role in several areas of applied statistics, such as the analysis of flood flows, the reliability of complex systems, the analysis of air pollution data, etc. In addition to surveying without proofs the basic results of extreme value theory and the estimators of the parameters of the extreme value distributions, this survey presents a brief discussion of the current research in these areas. Author