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<p>The univariate generalized Pareto distribution comprising of the Pareto II, re-scaled beta and exponential distributions is well known for its applications in different fields of study. In the present work we propose a bivariate version of the model, discuss its properties and point out its applications in modelling water flow in the Cauveri river and in characterizations. It is obtained as a special case of a method for generating bivariate distributions with prescribed marginals.</p>

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An Exchangeable Generalized Pareto Distribution: Properties and Applications to Cauveri River Water Flow

  • 期刊论文

  • 发表日期：

    2026年3月31日

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  • Silpa Subhash,
  • N. Unnikrishnan Nair,
  • S.M. Sunoj

摘要

The univariate generalized Pareto distribution comprising of the Pareto II, re-scaled beta and exponential distributions is well known for its applications in different fields of study. In the present work we propose a bivariate version of the model, discuss its properties and point out its applications in modelling water flow in the Cauveri river and in characterizations. It is obtained as a special case of a method for generating bivariate distributions with prescribed marginals.