A method constructing density functions: the case of a generalized Rayleigh variable
In this paper we propose a new generalized Rayleigh distribution different from that introduced in Apl. Mat. (1976), pp. 395–412. The construction makes use of the so-called “conservability approach” (see Kybernetika (1989), pp. 209–215) namely, if is a positive continuous random variable with a finite mean-value , then a new density is set to be , where is the probability density function of . The new generalized Rayleigh variable is obtained using a generalized form of the exponential...