2006
DOI: 10.1002/env.758
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On the ratios for extreme value distributions with application to rainfall modeling

Abstract: SUMMARYThe exact distributions of the ratio X=Y are derived when X and Y are independent random variables and come from type I, type II or type III extreme value distributions. A detailed application of the results is provided to extreme rainfall data from Korea.

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Cited by 3 publications
(2 citation statements)
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“…Thus, in order to determine the secrecy rate behavior, as K and M grow, one needs to address the ratio of Gumbel random variables. However, the ratio distribution of Gumbel random variables is not known to have a closed-form [21]. Thus, we first express it as an infinite sum of Gamma functions, then provide tight bounds on the obtained distribution, from which we can infer the outage probability.…”
Section: Asymptotic Secrecy Outagementioning
confidence: 99%
“…Thus, in order to determine the secrecy rate behavior, as K and M grow, one needs to address the ratio of Gumbel random variables. However, the ratio distribution of Gumbel random variables is not known to have a closed-form [21]. Thus, we first express it as an infinite sum of Gamma functions, then provide tight bounds on the obtained distribution, from which we can infer the outage probability.…”
Section: Asymptotic Secrecy Outagementioning
confidence: 99%
“…24,25 In our case, we have to consider the ratio of two independent, exponentially distributed variables. In general, the ratio of two random variables also represents a random variable.…”
Section: Looks Likementioning
confidence: 99%