Università di Salerno
Dipartimento di Matematica
AVVISO DI SEMINARIO
Il Prof. Alfonso Suárez-Llorens (Universidad de Cádiz. Dpto. Estadística e I.O.) terrà, venerdì 20
settembre, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario
dal titolo:
Extreme Value Distributions and Their Shape
Gli interessati sono cordialmente invitati a partecipare,
Antonio Di Crescenzo
Barbara Martinucci
Alessandra Meoli
Serena Spina
Link su Teams:
https://teams.microsoft.com/l/meetup-
join/19%3ameeting_YWUzZDAyMjgtZDE3YS00NDk1LTlmZmItYmExNjc4Njg2ODE1%40thread.v2/0?context=%7
b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d-097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9-
8153-d04cb91c1edf%22%7d
ID riunione: 345 585 611 215
Passcode: 9P9iwD
Abstract
This talk will cover Extreme Value Theory and its key results on convergence, focusing on the
Generalized Extreme Value (GEV) family and the Generalized Pareto Distribution (GPD) family.
Additionally, we will explore the concept of the shape of a distribution and how it can be used to
characterize GEV and GPD distributions. This characterization can serve as the basis for developing
a graphical tool to assess tail weight. The presentation will conclude with a real-world example
applied to environmental data.