Hostname: page-component-89b8bd64d-5bvrz Total loading time: 0 Render date: 2026-05-06T11:34:33.999Z Has data issue: false hasContentIssue false
  • English
  • Français

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
Get access Rights & Permissions [Opens in a new window]

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

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

REFERENCES

Block, H.W. & Basu, A.P. (1974). A continuous bivariate exponential distribution. Journal of the American Statistical Association 69: 1031–1037.Google Scholar
Dennis, J.E. & Schnabel, R.B. (1983). Numerical methods for unconstrained optimization and nonlinear equations. Englewood Cliffs, NJ: Prentice-Hall.
Gradshteyn, I.S. & Ryzhik, I.M. (2000). Table of integrals, series, and products, 6th ed. San Diego: Academic Press.
Gumbel, E.J. (1960). Bivariate exponential distributions. Journal of the American Statistical Association 55: 698–707.Google Scholar
Ihaka, R. & Gentleman, R. (1996). R: A language for data analysis and graphics, Journal of Computational and Graphical Statistics 5: 299–314.Google Scholar
Marshall, A.W. & Olkin, I. (1967). A multivariate exponential distribution. Journal of the American Statistical Association 62: 30–44.Google Scholar
Prudnikov, A.P., Brychkov, Y.A., & Marichev, O.I. (1986). Integrals and series, Vols. 1–3. Amsterdam: Gordon & Breach Science.
Schnabel, R.B., Koontz, J.E., & Weiss, B.E. (1985). A modular system of algorithms for unconstrained minimization, ACM Transactions on Mathematical Software 11: 419–440.Google Scholar
Yevjevich, V. (1967). An objective approach to definitions and investigations of continental hydrologic droughts. Hydrologic Paper No. 23, Colorado State University, Fort Collins.