The bivariate F distribution with application to drought data

Abstract

Bivariate F distributions are some of the most popular models for hydrological processes. In this article, a drought application is described by deriving the exact distributions of R=X+Y, U=X Y and W=X/(X+Y) and the corresponding moment properties when X and Y follow the bivariate F distribution. Drought data from the State of Nebraska, USA are used.

Keywords:

• bivariate F distribution
• drought modeling
• product of random variables
• ratio of random variables
• sum of random variables

Acknowledgements

The author would like to thank the Editor and the referee for carefully reading the paper and for their comments which greatly improved the paper.