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

DOI10.1007/S00362-007-0052-9MaRDI QIDQ840944zbMATHOpenAlexFDO

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

zbMATH Keywords

momentsentropyprobability density functionratiosproductsRayleigh distributionMaxwell distribution

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3979513 (Why is no real title available?)
• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• scientific article; zbMATH DE number 5233664 (Why is no real title available?)
• scientific article; zbMATH DE number 3106894 (Why is no real title available?)
• A Mathematical Theory of Communication
• A Primer on Statistical Distributions
• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools.
• Distribution of a Ratio of Correlated Gamma Random Variables
• Distributions of the ratios of independent beta variables and applications
• On the distribution of the product of independent beta random variables
• On the product and ratio of Bessel random variables
• On the product and ratio of Laplace and Bessel random variables
• Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables
• Ratios of Normal Variables and Ratios of Sums of Uniform Variables
• The Distribution of Products of Beta, Gamma and Gaussian Random Variables
• The Distribution of the Product of Two Correlated t Variates
• The distribution of product of independent beta random variables with application to multivariate analysis
• The exact distribution of products of independent random variables
• The probability distribution of the ratio of the absolute values of two normal variables

Cited in

(13)

• Gamma-Maxwell distribution
• Approximating the probability density function of a transformation of random variables
• Distribution of the ratio of Maxwell and Rice random variables
• The exact distribution of products of independent random variables
• On the ratio of independent complex Gaussian random variables
• The distribution of the quotient of two triangularly distributed random variables
• Record values of the ratio of Rayleigh random variables
• Exact distribution of the product and the quotient of two stable Lévy random variables
• Multivariate and matrix-variate analogues of Maxwell-Boltzmann and Raleigh densities
• Distribution of product and quotient of bivariate generalized exponential distribution
• On the ratio of Rice random variables
• The Distribution of the Product of Independent Rayleigh Random Variables
• Characterizations of the distribution of the Demmel condition number of real Wishart matrices

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