The generalized Pareto sum

被引：6
作者：
Nadarajah, Saralees [1 ]
Kotz, Samuel [2 ]
机构：
[1] Univ Manchester, Sch Math, Manchester M60 1QD, Lancs, England
[2] George Washington Univ, Dept Engn Management & Syst Engn, Washington, DC 20052 USA
来源：
HYDROLOGICAL PROCESSES | 2008年 / 22卷 / 02期
关键词：
generalized Pareto distribution; hydrological science; drought data; probability distribution;
D O I：
10.1002/hyp.6602
中图分类号：
TV21 [水资源调查与水利规划];
学科分类号：
081501 ;
摘要：
The generalized Pareto, distribution has received much popularity as models for extreme events in hydrological sciences. In this note, the important problem of the sum of two independent generalized Pareto random variables is considered. Exact analytical expressions for the probability distribution of the sum are derived and a detailed application to drought data from Nebraska is provided. Copyright (c) 2007 John Wiley & Sons, Ltd.
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页码：288 / 294
页数：7
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