On the ratio of gamma and Rayleigh random variables

Saralees Nadarajah

Applicationes Mathematicae (2007)

  • Volume: 34, Issue: 3, page 373-382
  • ISSN: 1233-7234

Abstract

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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.

How to cite

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Saralees Nadarajah. "On the ratio of gamma and Rayleigh random variables." Applicationes Mathematicae 34.3 (2007): 373-382. <http://eudml.org/doc/279954>.

@article{SaraleesNadarajah2007,
abstract = {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.},
author = {Saralees Nadarajah},
journal = {Applicationes Mathematicae},
keywords = {gamma distribution; ratio of random variables; Rayleigh distribution; tables},
language = {eng},
number = {3},
pages = {373-382},
title = {On the ratio of gamma and Rayleigh random variables},
url = {http://eudml.org/doc/279954},
volume = {34},
year = {2007},
}

TY - JOUR
AU - Saralees Nadarajah
TI - On the ratio of gamma and Rayleigh random variables
JO - Applicationes Mathematicae
PY - 2007
VL - 34
IS - 3
SP - 373
EP - 382
AB - 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.
LA - eng
KW - gamma distribution; ratio of random variables; Rayleigh distribution; tables
UR - http://eudml.org/doc/279954
ER -

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