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On the ratio of gamma and Rayleigh random variables

Saralees Nadarajah (2007)

Applicationes Mathematicae

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.

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