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- Title
Ratio of generalized random variables with application.
- Authors
Nadarajah, Saralees; Kibria, B. M. Golam
- Abstract
The generalized Pareto distribution is one of the popular models in the environmental sciences. Scientists in these areas are often interested in comparing the values of an environmental variable under two different conditions, locations, etc. This would require the study of the ratio X/( X+ Y) where X and Y are independent generalized Pareto random variables. In this note, the exact distribution of X/( X+ Y) is derived, which turns out to involve the Gauss hypergeometric function. An application of this result is provided to assess the relative extremity of rainfall for 14 locations in Florida. Some computer programs for use in the applications are also provided.
- Subjects
FLORIDA; RANDOM variables; ENVIRONMENTAL sciences; SCIENTISTS; HYPERGEOMETRIC functions; COMPUTER software; MULTIVARIATE analysis; METEOROLOGY; PARETO optimum
- Publication
Stochastic Environmental Research & Risk Assessment, 2006, Vol 20, Issue 3, p206
- ISSN
1436-3240
- Publication type
Article
- DOI
10.1007/s00477-005-0003-8