Distributions of the product and ratio of Maxwell and Rayleigh random variables

被引:0
作者
M. Shakil
B. M. Golam Kibria
Kuang-Chao Chang
机构
[1] Miami Dade College,Department of Mathematics
[2] Florida International University,Department of Statistics
[3] Fu Jen Catholic University,Department of Statistics and Information Science
来源
Statistical Papers | 2008年 / 49卷
关键词
Entropy; Maxwell distribution; Moments; Probability density function; Products; Ratios; Rayleigh distribution;
D O I
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学科分类号
摘要
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 | XY | and ratio \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left| {\frac{X}{Y}} \right|$$\end{document} 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.
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页码:729 / 747
页数:18
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