The generalized Pareto sum
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Saralees Nadarajah; Samuel Kotz
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Article
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2007
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John Wiley and Sons
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English
β 169 KB
## Abstract The generalized Pareto distribution has received much popularity as models for extreme events in hydrological sciences. In this note, the important problem of the sum of two independent generalized Pareto random variables is considered. Exact analytical expressions for the probability d