Distributions of the product and ratio of Maxwell and Rayleigh random variables

DOI10.1007/S00362-007-0052-9zbMATH Open1309.62035OpenAlexW1966456430MaRDI QIDQ840944FDOQ840944

Kuang-Chao Chang, M. Shakil, B. M. Golam Kibria

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0052-9

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zbMATH Keywords

momentsentropyprobability density functionratiosproductsRayleigh distributionMaxwell distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

Cites Work

• A Mathematical Theory of Communication
• A Primer on Statistical Distributions
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• The Distribution of Products of Beta, Gamma and Gaussian Random Variables
• On the distribution of the product of independent beta random variables
• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools.
• Ratios of Normal Variables and Ratios of Sums of Uniform Variables
• The probability distribution of the ratio of the absolute values of two normal variables
• Distribution of a Ratio of Correlated Gamma Random Variables
• Distributions of the ratios of independent beta variables and applications
• The exact distribution of products of independent random variables
• The distribution of product of independent beta random variables with application to multivariate analysis
• Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables
• The Distribution of the Product of Two Correlated t Variates
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• On the product and ratio of Laplace and Bessel random variables
• On the product and ratio of Bessel random variables
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Cited In (9)

• Gamma-Maxwell distribution
• The Distribution of the Product of Independent Rayleigh Random Variables
• The exact distribution of products of independent random variables
• Distribution of the ratio of Maxwell and Rice random variables
• Exact distribution of the product and the quotient of two stable Lévy random variables
• Distribution of product and quotient of bivariate generalized exponential distribution
• The distribution of the quotient of two triangularly distributed random variables
• Characterizations of the distribution of the Demmel condition number of real Wishart matrices
• Approximating the probability density function of a transformation of random variables

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