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Research in Distribution Theory and Extreme Value Theory

Distribution theory and extreme value theory are two active research areas of Dr Nadarajah.

Distribution theory involves the construction of new univariate and multivariate distributions. Its applications cover almost every area of science and engineering. Examples include drought modelling, probabilities for adaptively randomized clinical trials, modelling of fast fading in wireless networks, amplitude statistics, stress-strength modelling, breakdown time delay in plasma physics, consumer behaviour, graph partitioning methods, estimation of damage in mass torts, wave height modelling, distribution of remaining useful life, wind run modelling, intensity models in remote sensing, signal-to-noise ratio modelling, citation behaviour, measure of coherence in biomedical engineering, chord length distribution in materials characterization, and the modelling of asset returns. The new distributions developed by Dr Nadarajah have been applied to these and other areas.

Extreme value theory concerns the behaviour of extreme values (maxima, minima, etc) of a single or multiple processes. Dr Nadarajah's recent work on this area is the study of the extreme values of sequences of discrete random variables.

Academic contact:

Dr Saralees Nadarajah, Tel: +44 (0)161 275 5912, E-mail: Saralees.Nadarajah (