On the ratio of gamma and Rayleigh random variables

• Autorzy: Saralees Nadarajah
• Języki publikacji: EN

Abstrakty

EN

The gamma and Rayleigh distributions are two of the most applied distributions in engineering. Motivated by engineering issues, the exact distribution of the quotient X/Y is derived when X and Y are independent gamma and Rayleigh random variables. Tabulations of the associated percentage points and a computer program for generating them are also given.

Kategorie tematyczne

• 62E99: None of the above, but in this section
• 33C90: Applications

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2007
• Tom: 34
• Numer: 3
• Strony: 373-382

Daty

wydano

2007

Twórcy

autor

Saralees Nadarajah

• School of Mathematics, University of Manchester, Manchester M60 1QD, UK

Identyfikatory

DOI

10.4064/am34-3-8