On the ratio of gamma
and Rayleigh random variables
Applicationes Mathematicae, Tome 34 (2007) no. 3, pp. 373-382
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
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},
publisher = {mathdoc},
volume = {34},
number = {3},
year = {2007},
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
Cité par Sources :