Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...

This paper is concerned with a matrix method of deriving the sampling distributions of a large class of statistics directly from the probability law for random samples from a multivariate normal ...

Simple consistent estimates are derived for the parameters of a multivariate exponential distribution. The mean squared error of the estimates is computed, and a ...

This course is available on the BSc in Data Science, BSc in Mathematics with Data Science and BSc in Mathematics, Statistics and Business. This course is available as an outside option to students on ...