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STAT460-12S1 (C) Semester One 2012
Extreme Value Statistics

0.1250 EFTS
20 Feb 2012 - 24 Jun 2012
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Description

Extreme Value Statistics

This course aims to develop the theory and methods for modelling the extremes of random processes. Extreme value theory moves away from more traditional statistical techniques where the aims are to model the usual (or in some sense average) behaviour, to consider the unusual or rare events. It has received wide application in many fields where the risk associated with rare events are of concern, e.g. finance/economics, hydrological modelling, climate change, engineering (structural design) and material science (material fatigue/failure).
The course will cover the mathematics underlying extreme value models, statistical inference using likelihood and applications to real data, with implementation in the software package R. Recommended preparation includes second year Statistics (preferably STAT214) and at least full first year Mathematics (MATH103 or EMTH119 or equivalent).

For a full list of 2012 Honours courses, please refer to the Department of Mathematics and Statistics Honours Booklet Mathematics and Statistics Honours Booklet

Pre-requisites

Subject to approval of the Head of Department
Lectures
Streams Day Time Where Notes
Stream 01 Thursday 9:00am-10:00am   20 Feb - 1 Apr,
23 Apr - 3 Jun
Thursday 10:00am-11:00am   20 Feb - 1 Apr,
23 Apr - 3 Jun

Course Coordinator

Carl Scarrott

Fees

Domestic fee $788.00
International fee $3,588.00


For further information see Mathematics and Statistics.

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