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Sums, Products and Ratios for Crovelli’s Bivariate Gamma Distribution

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  • Ana Silva
  • Jailson Rodrigues
  • Lucas Chaves
  • Devanil Souza

Abstract

Bivariate gamma distributions have been used successfully on modeling hydrological processes. In this work, supposing that X and Y follow the Crovelli’s bivariate gamma model, we deduce the exact distributions of the functions U = X + Y, P = XY and Q = X/(X + Y), as well as their respective moments. Those functions are important hidrological variables. A MAPLE code to compute the quantiles is provided. An application of the results is provided to rainfall data from Passo Fundo. Copyright Springer Science+Business Media Dordrecht 2013

Suggested Citation

  • Ana Silva & Jailson Rodrigues & Lucas Chaves & Devanil Souza, 2013. "Sums, Products and Ratios for Crovelli’s Bivariate Gamma Distribution," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(5), pages 1363-1376, March.
    • Handle: RePEc:spr:waterr:v:27:y:2013:i:5:p:1363-1376
    DOI: 10.1007/s11269-012-0242-7
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    References listed on IDEAS

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    1. Saralees Nadarajah, 2009. "A bivariate distribution with gamma and beta marginals with application to drought data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(3), pages 277-301.
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    Cited by:

    1. Ali İ. Genç, 2021. "Products, Sums and Quotients of Upper Truncated Pareto Random Variables with an Application in Hydrology," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(1), pages 369-383, January.

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