Title
Statistical analysis of the square ratio of two multivariate exponentially correlated α–μ distributions and its application in telecommunications
Abstract
In this paper the exact probability density function of a multivariate α – μ distributed variables with exponentially correlated random variables is derived. Capitalizing on this the joint probability density function (JPDF) is derived for the square ratios of two multivariate exponentially correlated α – μ distributed variables. Closed form expressions are determined for the cumulative distribution function (CDF) and probability density function (PDF) of the maximal and minimal square ratio of two multivariate exponentially correlated α – μ distributions. Using these new formulae, SIR (signal-to-interference) based analysis of selection combining (SC) receiver through standard communication system performance measures can be performed.
Year
DOI
Venue
2011
10.1016/j.mcm.2011.01.046
Mathematical and Computer Modelling: An International Journal
Keywords
Field
DocType
square ratios of exponentially correlated variables,sir based sc diversity,multivariate distribution,maximal and minimal square ratios,joint probability density function,random variable,cumulative distribution function,probability density function,statistical analysis
Random variable,Joint probability distribution,Multivariate statistics,Mathematical analysis,Multivariate normal distribution,Probability distribution,Cumulative distribution function,Probability density function,Distribution function,Mathematics
Journal
Volume
Issue
ISSN
54
1
Mathematical and Computer Modelling
Citations 
PageRank 
References 
1
0.37
8
Authors
5