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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.

Information

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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