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BLOCK AND BASU'S BIVARIATE EXPONENTIAL DISTRIBUTION WITH APPLICATION TO DROUGHT DATA

Published online by Cambridge University Press:  15 December 2006

Saralees Nadarajah  and
Samuel Kotz
Saralees Nadarajah
Affiliation:
School of Mathematics, University of Manchester, Manchester M13 9PL, UK, E-mail: saralees.nadarajah@manchester.ac.uk
Samuel Kotz
Affiliation:
Department of Engineering Management and Systems Engineering, George Washington University, Washington, DC 20052, E-mail: kotz@seas.gwu.edu
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Abstract

Motivated by hydrological applications, the exact distributions of R = X + Y, P = XY, and W = X/(X + Y) and the corresponding moment properties are derived when X and Y follow Block and Basu's bivariate exponential distribution. An application of the results is provided to drought data from Nebraska.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 21 , Issue 1 , January 2007 , pp. 143 - 155
Copyright
© 2007 Cambridge University Press

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References

REFERENCES

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