A bivariate meta-Gaussian density for use in hydrology |
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Authors: | K S Kelly and R Krzysztofowicz |
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Institution: | (1) Department of Systems Engineering, University of Virginia, 22903 Charlottesville, VA, USA |
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Abstract: | Convenient bivariate densities found in the literature are often unsuitable for modeling hydrologic variates. They either
constrain the range of association between variates, or fix the form of the marginal distributions. The bivariate meta-Gaussian
density is constructed by embedding the normal quantile transform of each variate into the Gaussian law. The density can represent
a full range of association between variates and admits arbitrarily specified marginal distributions. Modeling and estimation
can be decomposed into i) independent analyses of the marginal distributions, and ii) investigation of the dependence structure.
Both statistical and judgmental estimation procedures are possible. Some comparisons to recent applications of bivariate densities
in the hydrologic literature motivate and illustrate the model. |
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Keywords: | Bivariate density meta-Gaussian density normal quantile transform likelihood ratio dependence correlation coefficient |
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