We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given common marginal distribution. An END sequence has a partial sum which, subtracted by its mean, does not diverge as the number of random variables goes to infinity. We show that an END...

We investigate distributional properties of the sum of d possibly unbounded random variables. The joint distribution of the random vector is formulated by means of an absolutely continuous copula, allowing for a variety of different dependence structures between the summands. The obtained...

Bivariate gamma distributions have been used successfully on modeling hydrological processes. In this work, supposing that X and Y follow the Crovelli’s bivariate gamma model, we deduce the exact distributions of the functions U = X + Y, P = XY and Q = X/(X + Y), as well as...

Motivated by hydrological problems, the exact distributions of the sum X + Y, the product X Y and the ratio X/(X + Y) are derived when X and Y are independent Pareto random variables. A detailed application of the results is provided to extreme rainfall data from Florida. Copyright...