Extreme value models with application to drought data

被引：1

作者：

Nadarjah S. ^{[1
]}

机构：

[1] Department of Statistics, University of Nebraska, Lincoln

来源：

Allgemeines Statistisches Archiv | 2006年 / 90卷 / 3期

关键词：

Drought modeling; Extreme value distributions; Products of random variables;

D O I：

10.1007/s10182-006-0242-0

中图分类号：

学科分类号：

摘要：

The exact distributions of the productXY are derived whenX andY are independent random variables and come from the extreme value distribution of Type I, the extreme value distribution of Type II or the extreme value distribution of Type III. Of the, six possible combinations, only three yield closed-form expressions for the distribution ofXY. A detailed application of the results is provided to drought data from Nebraska. © Physica-Verlag 2006.

引用

页码：403 / 418

页数：15

共 36 条

[1]

Abu-Salih M.S., Distributions of the product and the quotient of power-function random variables, Arab Journal of Mathematics, 4, pp. 77-90, (1983)

[2]

Behr R.A., Karson M.J., Minor J.E., Reliability analysis of window glass failure pressure data, Structural Safety, 11, pp. 43-58, (1991)

[3]

Bhargava R.P., Khatri C.G., The distribution of product of independent beta random variables with application to multivariate analysis, Annals of the Institute of Statistical Mathematics, 33, pp. 287-296, (1981)

[4]

Broussard J.P., Booth G.G., The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting, European Journal of Operational Research, 104, pp. 393-402, (1998)

[5]

Brown B.G., Katz R.W., Regional analysis of temperature extremes: Spatial analog for climate-change, Journal of Climate, 8, pp. 108-119, (1995)

[6]

Burton P.W., Makropoulos K.C., Seismic risk of circum-Pacific earthquakes: II. Extreme values using Gumbel's third distribution and the relationship with strain energy release, Pure and Applied Geophysics, 123, pp. 849-866, (1985)

[7]

Cigizoglu H.K., Bayazit M., A generalized seasonal model for flow duration curve, Hydrological Processes, 14, pp. 1053-1067, (2000)

[8]

Dennis J.E., Schnabel R.B., Numerical Methods for Unconstrained Optimization and Nonlinear Equations, (1983)

[9]

Gradshteyn I.S., Ryzhik I.M., Table of Integrals, Series, and Products. 6th Ed., (2000)

[10]

Harlow D.G., Smith R.L., Taylor H.M., Lower tail analysis of the distribution of the strength of load-sharing systems, Journal of Applied Probability, 20, pp. 358-367, (1983)

← 1 2 3 4 →