Distributions involving norms of correlated Gaussian vectors-Reference-Cited by-同舟云学术

Distributions involving norms of correlated Gaussian vectors

Published:1964 Issue:3 Volume:22 Page:235-243
ISSN:0033-569X
Container-title:Quarterly of Applied Mathematics
language:en
Short-container-title:Quart. Appl. Math.

Author:

Miller K. S.

Abstract

The norm of a Gaussian vector is called a Rayleigh random variable. We compute various first and higher order probability density functions of products and quotients of correlated Rayleigh variates. Moments of these distributions are also calculated. The main results are summarized in Section 2 below. Extensive use is made of formulas involving special functions. These identities enable us to obtain the desired results directly and efficiently.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics

Link

http://www.ams.org/qam/1964-22-03/S0033-569X-1964-99953-9/S0033-569X-1964-99953-9.pdf

Reference14 articles.

1. Rayleigh processes;Miller, K. S.;Quart. Appl. Math.,1958

2. M. Nakagami, The m-distribution—A general formula of intensity distribution of rapid fading. Statistical methods in radio wave propagation, edited by W. C. Hoffman, Pergamon Press, 1960

3. A note on the paper of Miller, Bernstein and Blumenson;Ford, F. A. J.;Quart. Appl. Math.,1959

4. Moments of the generalized Rayleigh distribution;Park, J. H., Jr.;Quart. Appl. Math.,1961

5. The distribution of the product of two central or noncentral chi-square variates;Wells, W. T.;Ann. Math. Statist.,1962

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Model of Information Visualization Interpretation;Applied Sciences;2024-08-01

2. A new parameterization for elliptically symmetric angular Gaussian distributions of arbitrary dimension;Electronic Journal of Statistics;2024-01-01

3. Analgesics (N02);Ullmann's Encyclopedia of Industrial Chemistry;2018-12-05

4. Probability distributions for ratios of fading signal envelopes and their generalization;Electronics and Communications in Japan (Part I: Communications);1981-03

5. Robustness of Some Distribution of Products and Quotients Under $\varepsilon $-Independence;SIAM Journal on Applied Mathematics;1974-07