DocumentCode
1127731
Title
The Ratios of Functions of Random Variables
Author
Kanter, Irving
Author_Institution
Raytheon Company
Issue
6
fYear
1977
Firstpage
624
Lastpage
630
Abstract
Given the joint probability density function (pdf), pX(xl, ..., xN), of the random variables x1, xN, a new method is developed for determining the pdf of the ratio f(X)lg(X) where f and g are arbitrary functions. The method is then applied to calculate the pdf of x1 lx2 where x1 and x2 are correlated Gaussians with arbitrary means and variances.
Keywords
Fourier transforms; Gaussian approximation; Gaussian processes; Missiles; Probability density function; Radar antennas; Random variables; Signal analysis; Signal to noise ratio;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/TAES.1977.308503
Filename
4101890
Link To Document