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 :
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