* * * PLEASE NOTE SLIGHT TIME CHANGES* * *
 
Statistics Seminar
H.A. David Distinguished Lecture
 
Statistical Laboratory
Iowa State University
 
DATE AND TIME:  Monday, April 24, 2006, 4:00 p.m.
 
PLACE:  319 Snedecor
 
SPEAKER:  Laurens de Haan, Professor of Probability and Mathematical Statistics,
Econometric Institute, Erasmus University, Rotterdam, the Netherlands
                                            
TITLE:  Failure Set Estimation in Multidimensional Space
                                            
ABSTRACT
The study of extreme value distributions in various spaces is important and
rewarding.  So is the study of how to estimate parameters of the extreme
value distributions.  But the real goal and purpose of the exercise is to
apply these results to estimating sets that are EXTREME i.e. outside the
range of the available observations.  In one-dimensional space the solution
of this problem has reached its final form.  But in finite-dimensional space
it is easy to get lost in a forest of not completely transparant conditions.
I shall develop an approach that seems quite intuitive and natural. This
approach can be extended to extremes in the space C[0,1].
 
The problem to be discussed is the following and I explain it via an
example.  Since a large part of the Netherlands is below sea level, some
parts of the coast have to be defended against flooding by dykes.  Engineers
have determined that certain extreme combinations of surge and high waves
could cause a flood near the town of Petten.  We call the set of all these
combinations the "failure region".  There has never been a flood at the coast
near Petten.  The problem is to determine the probability of a flood at
Petten using a rather long sequence of observations of surges and high waves
in the past.
 
In summary, we want to estimate the probability of an event that never took
place.  This is possible using the theory of extreme values.
 
COFFEE:  3:30 p.m., 104 Snedecor Hall
 
Seminar schedules and abstracts are available via WWW:  http://www.stat.iastate.edu/

Jeanette La Grange
Department of Statistics
102 Snedecor
Iowa State University
Ames, IA  50010-1210
515 294-3440 (office)
515 294-4040 (fax)
http://www.stat.iastate.edu/directory/staff/jeanette.html