Extreme value statistics
Date:
22/11/2016 - 23/11/2016
Organised by:
Royal Statistical Society
Presenter:
Dr J Heffernan & Dr H Southworth
Level:
Advanced (specialised prior knowledge)
Contact:
Tessa Pearson,
training@rss.org.uk
Tel: +44 (0)20 7614 3947
Description:
Most statistical methods are aimed at characterizing expected values, but in many settings it is the unexpected values, the extremes or outliers, that are of interest - e.g. extreme weather events, rare drug toxicities, or extreme movements in financial markets. This course covers the theory and associated statistical methods which form a cornerstone of natural hazard risk planning and engineering design safety, and which enable extrapolation to levels beyond those already observed in a dataset. We describe current best practice and step-by-step implementation of methods for calculating high quantiles and associated uncertainties.
Cost:
£562.50+vat
Website and registration:
Region:
Greater London
Keywords:
Data Quality and Data Management , Quantitative Data Handling and Data Analysis
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Data Quality and Data Management
Quantitative Data Handling and Data Analysis