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Extreme value models with application to drought data

Author： Nadarjah Saralees

Publisher： Springer Publishing Company

ISSN： 0002-6018

Source： Allgemeines Statistisches Archiv, Vol.90, Iss.3, 2006-09, pp. : 403-418

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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Abstract

The exact distributions of the productXY are derived whenX andY are independent random variables and come from the extreme value distribution of Type I, the extreme value distribution of Type II or the extreme value distribution of Type III. Of the, six possible combinations, only three yield closed-form expressions for the distribution ofXY. A detailed application of the results is provided to drought data from Nebraska.

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