The Distribution of the Product of Independent Rayleigh Random Variables

DOI10.1109/TAP.2005.863087MaRDI QIDQ5351576zbMATH OpenOpenAlexFDO

Authors Jari Salo, Hassan M. El-Sallabi, P. Vainikainen

Publication date 1 September 2017

Published in IEEE Transactions on Antennas and Propagation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tap.2005.863087

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15)

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Cited in

(7)

• Improved near-exact distributions for the product of independent generalized Gamma random variables
• Exact distribution of the product of N Student's t RVs
• Distribution of the product of a pair of independent two-sided power variates
• On the exact and near-exact distributions of the product of generalized gamma random variables and the generalized variance
• Mixture models and the Krätzel integral transform
• The product distribution of dependent random variables with applications to a discrete-time risk model
• Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors

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