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EXPANSIONS FOR SUMS OF RAYLEIGHS

Published online by Cambridge University Press:  30 April 2009

Christopher S. Withers  and
Saralees Nadarajah
Christopher S. Withers
Affiliation:
Applied Mathematics Group, Industrial Research Limited, Lower Hutt, New Zealand E-mail: [email protected]
Saralees Nadarajah
Affiliation:
School of Mathematics, University of Manchester, Manchester M13 9PL, UK, E-mail: [email protected]
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Abstract

Expressions for the distribution, density, and percentiles of weighted sums of Rayleigh random variables are given, including the tilted Edgeworth expansion.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 23 , Issue 3 , July 2009 , pp. 481 - 487
Copyright
Copyright © Cambridge University Press 2009

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