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On the ratios for extreme value distributions with application to rainfall modeling
Author(s) -
Nadarajah Saralees,
ElShaarawi Abdel H.
Publication year - 2006
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.758
Subject(s) - extreme value theory , mathematics , statistics , generalized extreme value distribution , random variable , value (mathematics) , type (biology) , environmental science , geology , paleontology
The exact distributions of the ratio X/Y are derived when X and Y are independent random variables and come from type I, type II or type III extreme value distributions. A detailed application of the results is provided to extreme rainfall data from Korea. Copyright © 2005 John Wiley & Sons, Ltd.
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