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Novel Simple Representations for Gaussian Class Multivariate Distributions With Generalized Correlation.
- Source :
-
IEEE Transactions on Information Theory . Dec2011, Vol. 57 Issue 12, p8072-8083. 12p. - Publication Year :
- 2011
-
Abstract
- Novel single-integral representations for the multivariate probability density functions and cumulative distribution functions of Gaussian class distributions (Rayleigh, Rician, Weibull, Nakagami-m, and generalized Rician) are derived. The solutions are expressed in terms of well-known functions which are available in common mathematical software. The marginal random variables are not necessarily identically distributed as is the case for some past solutions. A generalized correlation structure based on a special linear transformation of independent Gaussian random variables is used in this study. The advantage of the new representation is that only a single-integral computation is needed to compute an N-dimensional distribution. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00189448
- Volume :
- 57
- Issue :
- 12
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Information Theory
- Publication Type :
- Academic Journal
- Accession number :
- 67759754
- Full Text :
- https://doi.org/10.1109/TIT.2011.2170133