An exceedance model based on bivariate order statistics

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Communications Faculty of Sciences University Ankara Series A1 Mathematics and Statistics
Volume:70 Issue:2
An exceedance model based on bivariate order statistics

An exceedance model based on bivariate order statistics

Pages : 785-795

View : 20 | Download : 7

Publication Date : 2021-12-31

Article Type : Research Paper

Abstract :In hydrologic risk analysis, the use of exceedance statistics are very important. In this sense, we construct a random threshold model based on bivariate order statistics. The exact distribution of exceedance statistics is calculated under some well-known copulas such as independent and Farlie-Gumbel-Morgenstern insert ignore into journalissuearticles values(FGM); copulas. Furthermore, numerical results are provided for expected value and variance of exceedance statistics under independent and Farlie-Gumbel-Morgenstern copulas. The application of the model in hydrology is also discussed.
Keywords : Exceedance Probability, bivariate order statistics, bivariate distributions, random threshold model, hydrologic risk

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