On the probability density function of the product of Rayleigh distributed random variables
Contribuinte(s) |
Zepernick, Hans-Jürgen |
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Data(s) |
12/12/2012
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Resumo |
In this paper we investigate the distribution of the product of Rayleigh distributed random variables. Considering the Mellin-Barnes inversion formula and using the saddle point approach we obtain an upper bound for the product distribution. The accuracy of this tail-approximation increases as the number of random variables in the product increase. |
Identificador | |
Publicador |
IEEE |
Relação |
Widanagamage, Anushka, Jayalath, Dhammika, & Chin, Yiyong (2012) On the probability density function of the product of Rayleigh distributed random variables. In Zepernick, Hans-Jürgen (Ed.) 6th International Conference on Signal Processing and Communication Systems, ICSPCS2012, IEEE, Gold Coast. |
Fonte |
School of Electrical Engineering & Computer Science; Science & Engineering Faculty |
Palavras-Chave | #090609 Signal Processing #090699 Electrical and Electronic Engineering not elsewhere classified #Rayleigh Random Variables #Mellin Transform #Probability Density Function #Tail-approximation |
Tipo |
Conference Paper |