On the ratio of gamma
and Rayleigh random variables
Applicationes Mathematicae, Tome 34 (2007) no. 3, pp. 373-382
The gamma and Rayleigh distributions are two of the most applied distributions in engineering. Motivated by engineering issues, the exact distribution of the quotient $X/Y$ is derived when $X$ and $Y$ are independent gamma and Rayleigh random variables. Tabulations of the associated percentage points and a computer program for generating them are also given.
Keywords:
gamma rayleigh distributions applied distributions engineering motivated engineering issues exact distribution quotient derived independent gamma rayleigh random variables tabulations associated percentage points computer program generating given
Affiliations des auteurs :
Saralees Nadarajah  1
@article{10_4064_am34_3_8,
author = {Saralees Nadarajah},
title = {On the ratio of gamma
and {Rayleigh} random variables},
journal = {Applicationes Mathematicae},
pages = {373--382},
year = {2007},
volume = {34},
number = {3},
doi = {10.4064/am34-3-8},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am34-3-8/}
}
Saralees Nadarajah. On the ratio of gamma and Rayleigh random variables. Applicationes Mathematicae, Tome 34 (2007) no. 3, pp. 373-382. doi: 10.4064/am34-3-8
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