Cilt:70 Sayı:02 (2021)

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Browsing Cilt:70 Sayı:02 (2021) by Author "Erem, Ayşegül"

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    An exceedance model based on bivariate order statistics
    (Ankara Üniversitesi, 2021) Erem, Ayşegül; Other; Other
    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 (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.