Copula of trivariate Rayleigh distribution with exponential correlation

被引：2

作者：

Liu, X. ^{[1
]}

机构：

[1] Univ Arkansas, Dept Syst Engn, Little Rock, AR 72204 USA

来源：

ELECTRONICS LETTERS | 2011年 / 47卷 / 10期

关键词：

D O I：

10.1049/el.2011.0862

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：

Exact expressions of the copula and its density of the trivariate Rayleigh distribution with exponential correlation (TRDEC) are derived. The TRDEC is induced from the correlation among three aligned antennas displaced with equal distance.

引用

页码：624 / 626

页数：3

共 6 条

[1]

Abramowitz M., 1964, HDB MATH FUNCTIONS, V55

[2]

[Anonymous], 2006, An introduction to copulas

[3] Infinite series representations of the trivariate and quadrivariate Rayleigh distribution and their applications [J].

Chen, YX ;

Tellambura, C .

IEEE TRANSACTIONS ON COMMUNICATIONS, 2005, 53 (12) :2092-2101

[4] Copulas for bivariate probability distributions [J].

Durrani, T. S. ;

Zeng, X. .

ELECTRONICS LETTERS, 2007, 43 (04) :248-249

[5] Copulas of bivariate Rayleigh and log-normal distributions [J].

Liu, X. .

ELECTRONICS LETTERS, 2010, 46 (25) :1669-1670

[6] COMPLEX GAUSSIAN PROCESSES [J].

MILLER, KS .

SIAM REVIEW, 1969, 11 (04) :544-&

← 1 →