Generalised Pareto distribution for extreme value modelling in electromagnetic compatibility

Statistical studies involved in risk management mainly focus on general tendencies which are considered as sufficient for non-critical applications. This implies laying aside extreme events which may nonetheless be crucial to the security of critical facilities. In light of this observation, it is p...

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Bibliographic Details
Published in:Electronics letters 2013-02, Vol.49 (5), p.334-335
Main Authors: Kasmi, C, Hélier, M, Darces, M, Prouff, E
Format: Article
Language:English
Subjects:
Applications
Applied sciences
critical facilities
Electromagnetic compatibility
Electromagnetism
Engineering Sciences
Exact sciences and technology
extreme values statistics
generalised Pareto distribution
Information, signal and communications theory
Mathematics
noncritical applications
Operational research and scientific management
Operational research. Management science
Pareto distribution
Probability and statistics
Reliability, life testing, quality control
risk management
Risk theory. Actuarial science
Sciences and techniques of general use
security
Statistics
Telecommunications and information theory
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Summary:Statistical studies involved in risk management mainly focus on general tendencies which are considered as sufficient for non-critical applications. This implies laying aside extreme events which may nonetheless be crucial to the security of critical facilities. In light of this observation, it is proposed here to follow the opposite approach and to focus on the extreme values statistics. In particular, it is argued that the approach highlights the benefit of the extremal types theorem from the electromagnetic compatibility point of view.
ISSN:0013-5194
1350-911X
1350-911X
DOI:10.1049/el.2012.4448