Extreme value models with application to drought data |
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Authors: | Saralees Nadarjah |
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Institution: | (1) Department of Statistics, University of Nebraska, 68583 Lincoln, Nebraska, USA |
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Abstract: | Summary 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.
The author would like to thank the referees and the Associate Editor for carefully reading the paper and for their great help
in improving the paper. |
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Keywords: | Extreme value distributions drought modeling products of random variables |
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