Open AccessGeneralised Pareto distribution for extreme value modelling in electromagnetic compatibility
Author(s) -
Kasmi C.,
Hélier M.,
Darces M.,
Prouff E.
Publication year - 2013
Publication title -
electronics letters
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.375
H-Index - 146
ISSN - 1350-911X
DOI - 10.1049/el.2012.4448
Subject(s) - extreme value theory , compatibility (geochemistry) , electromagnetic compatibility , pareto distribution , pareto principle , generalized pareto distribution , computer science , mathematics , econometrics , statistical physics , mathematical economics , mathematical optimization , statistics , physics , engineering , electronic engineering , chemical engineering
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.