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November 2006 Intensity-duration models based on bivariate gamma distributions
Arjun K. Gupta, Saralees Nadarajah
Hiroshima Math. J. 36(3): 387-395 (November 2006). DOI: 10.32917/hmj/1171377080

Abstract

Bivariate and univariate gamma distributions are some of the most popular models for hydrological processes. In fact, the intensity and the duration of most hydrological variables are frequently modeled by gamma distributions. This raises the important question: what is the distribution of the total amount = intensity $\times$ duration? In this paper, the exact distribution of $P = X Y$ and the corresponding moment properties are derived when the random vector $(X, Y)$ has two of the most flexible bivariate gamma distributions. The expressions turn out to involve several special functions.

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Arjun K. Gupta. Saralees Nadarajah. "Intensity-duration models based on bivariate gamma distributions." Hiroshima Math. J. 36 (3) 387 - 395, November 2006. https://doi.org/10.32917/hmj/1171377080

Information

Published: November 2006
First available in Project Euclid: 13 February 2007

zbMATH: 1116.62021
MathSciNet: MR2290664
Digital Object Identifier: 10.32917/hmj/1171377080

Subjects:
Primary: 33C90, 62E99

Rights: Copyright © 2006 Hiroshima University, Mathematics Program

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Vol.36 • No. 3 • November 2006
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