Intensity-duration models based on bivariate gamma distributions

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概要

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• Bivariate and univariate gamma distributions are some of the most popular models for hydrological processes (Yue {\it et al.}, 2001). In fact, the {\it intensity} and the {\it duration} of most hydrological variables are frequently modeled by gamma distributions. This raises the important question: what is the distribution of the {\it total amount} = {\it intensity} $\times$ {\it 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.

• 広島大学の論文

著者

• Gupta Arjun

  Bowling Green State Univ. Oh Usa

• Nadarajah Saralees

  School of Mathematics University of Manchester

• Gupta Arjun

  Department of Mathematics and Statistics Bowling Green State University

• Nadarajah Saralees

  School Of Mathematics Univ. Of Manchester

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