On the probability density function of the product of Rayleigh distributed random variables

Widanagamage, Anushka, Jayalath, Dhammika, & Chin, Yiyong (2012) On the probability density function of the product of Rayleigh distributed random variables. In Zepernick, Hans-Jürgen (Ed.) 6th International Conference on Signal Processing and Communication Systems, ICSPCS2012, IEEE, Gold Coast.

Abstract

In this paper we investigate the distribution of the product of Rayleigh distributed random variables. Considering the Mellin-Barnes inversion formula and using the saddle point approach we obtain an upper bound for the product distribution. The accuracy of this tail-approximation increases as the number of random variables in the product increase.

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ID Code: 57579
Item Type: Conference Paper
Refereed: Yes
Keywords: Rayleigh Random Variables, Mellin Transform, Probability Density Function, Tail-approximation
ISBN: 9781467323918
Subjects: Australian and New Zealand Standard Research Classification > ENGINEERING (090000) > ELECTRICAL AND ELECTRONIC ENGINEERING (090600) > Signal Processing (090609)
Australian and New Zealand Standard Research Classification > ENGINEERING (090000) > ELECTRICAL AND ELECTRONIC ENGINEERING (090600) > Electrical and Electronic Engineering not elsewhere classified (090699)
Divisions: Current > Schools > School of Electrical Engineering & Computer Science
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Deposited On: 25 Feb 2013 06:56
Last Modified: 12 Jun 2013 15:11

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