Block And Basu's Bivariate Exponential Distribution With Application To Drought Data

Authors:
Saralees Nadarajah;Samuel Kotz
Affiliations:
School of Mathematics, University of Manchester, Manchester M13 9PL, UK, E-mail: saralees.nadarajah@manchester.ac.uk;Department of Engineering Management and Systems Engineering, George Washington University, Washington, DC 20052, E-mail: kotz@seas.gwu.edu
Venue:
Probability in the Engineering and Informational Sciences
Year:
2007

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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.