On distribution of Rice-Middleton model
cumulative distribution functionerror functionNeumann seriesprobability density functionprobability distributionunimodal distribution
Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Applications of hypergeometric functions (33C90) Convergence and divergence of series and sequences of functions (40A30) Functional analytic methods in summability (40H05) Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15)
The first purpose of this paper is to introduce a new probability distribution for the Rice-Middleton model. This describes the behavior of the single sinusoidal random signal combined with Gaussian noise. The probability density function is written as a convolution involving an exponential integral. This fact is proved by using the Neumann series of modified Bessel functions of the first kind. Then the cumulative distribution function, the raw moments and unimodal distributions, the maximum likelihood estimator, the moment method estimators are computed. Further proofs use the error function, the Bailey transform (to sum up double infinite series), the Grünwald-Letnikov fractional derivative, the Laplace transform, an inequality by \textit{C. M. Joshi} and \textit{S. K. Bissu} [J. Comput. Appl. Math. 69, No. 2, 251--259 (1996; Zbl 0865.33003)], and the log-likelihood function.
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