AN INFINITE SERIES FOR THE COMPUTATION OF THE COMPLEMENTARY PROBABILITY-DISTRIBUTION FUNCTION OF A SUM OF INDEPENDENT RANDOM-VARIABLES AND ITS APPLICATION TO THE SUM OF RAYLEIGH RANDOM-VARIABLES

被引：206
作者：
BEAULIEU, NC
机构：
[1] Department of Electrical Engineering, Queen's University, Kingston, Ont
来源：
IEEE TRANSACTIONS ON COMMUNICATIONS | 1990年 / 38卷 / 09期
基金：
加拿大自然科学与工程研究理事会;
关键词：
D O I：
10.1109/26.61387
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
An infinite series for the computation of complementary probability distribution functions of sums of random variables is derived. The properties of the series are studied for both bounded and unbounded random variables. The technique is used to find efficient series for computation of the distributions of sums of uniform random variables and sums of Rayleigh random variables. A useful closed-form expression for the characteristic function of a Rayleigh random variable is presented, and an efficient method for computing a confluent hypergeometric function is given. An infinite series for the probability density function of a sum of independent random variables is also derived. © 1990 IEEE
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页码：1463 / 1474
页数：12
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