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- Title
Distributions of the product and ratio of Maxwell and Rayleigh random variables.
- Authors
Shakil, M.; Kibria, B. M. Golam; Kuang-Chao Chang
- Abstract
The distributions of the product and ratio of independent random variables arise in many applied problems. These have been extensively studied by many researchers. In this paper, the distributions of the product IXYI and ratio |X/Y| have been derived, when X and Y are Maxwell and Rayleigh random variables and are distributed independently of each other. The associated cdfs, pdfs, kth moments, entropies, etc., have been given. To describe the possible shapes of the associated pdfs and entropies, the respective plots are provided. The percentage points associated with the cdfs of the product and ratio have been tabulated.
- Subjects
RANDOM variables; MAXWELL-Boltzmann distribution law; PROBABILITY theory; ENTROPY; CLUSTER analysis (Statistics); MULTIVARIATE analysis
- Publication
Statistical Papers, 2008, Vol 49, Issue 4, p729
- ISSN
0932-5026
- Publication type
Article
- DOI
10.1007/s00362-007-0052-9