The distribution of the product of independent Rayleigh random variables

被引:168
作者
Salo, J [1 ]
El-Sallabi, HM
Vainikainen, P
机构
[1] Stanford Univ, Informat Syst Lab, Stanford, CA 94305 USA
[2] Aalto Univ, SMARAD CoE, Radio Lab, FI-02015 Helsinki, Finland
关键词
fading channels; radio propagation; Rayleigh distributions;
D O I
10.1109/TAP.2005.863087
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
We derive the exact probability density functions (pdf) and distribution functions (cdf) of a product of n independent Rayleigh distributed random variables. The case n = 1 is the classical Rayleigh distribution, while n >= 2 is the n-Rayleigh distribution that has recently attracted interest in wireless propagation research. The distribution functions are derived by using an inverse Mellin transform technique from statistics, and are given in terms of a special function of mathematical physics, the Meijer G-function. Series forms of the distribution function are also provided for n = 3, 4, 5. We also derive a computationally simple moment-based estimator for the parameter occurring in the distribution, and evaluate its variance.
引用
收藏
页码:639 / 643
页数:5
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