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

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

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

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
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• The Distribution of Products of Beta, Gamma and Gaussian Random Variables
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• 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
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Cited In (13)

• Multivariate and matrix-variate analogues of Maxwell-Boltzmann and Raleigh densities
• On the ratio of Rice random variables
• Gamma-Maxwell distribution
• The Distribution of the Product of Independent Rayleigh Random Variables
• The exact distribution of products of independent random variables
• Record values of the ratio of Rayleigh 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
• On the ratio of independent complex Gaussian 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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