The bivariate gamma exponential distribution with application to drought data

The exponential and the gamma distributions have been the traditional models for drought duration and drought intensity data, respectively. However, it is often assumed that the drought duration and drought intensity are independent, which is not true in practice. In this paper, an application of the bivariate gamma exponential distribution is provided to drought data from Nebraska. The exact distributions ofR =X +Y,P =XY andW =X/(X +Y) and the corresponding moment properties are derived whenX andY follow this bivariate distribution.