Accurate Approximation to the PDF of the Product of Independent Rayleigh Random Variables

@article{Lu2011AccurateAT,
  title={Accurate Approximation to the PDF of the Product of Independent Rayleigh Random Variables},
  author={Hao Lu and Yunfei Chen and Ning Cao},
  journal={IEEE Antennas and Wireless Propagation Letters},
  year={2011},
  volume={10},
  pages={1019-1022}
}
A novel approximation to the probability density function for the product of arbitrary n independent Rayleigh random variables is proposed. The approximation is based on a transformed Nakagami-m distribution. Unlike the existing exact density function in the literature, the new approximation is compact and only employs simple functions that are very easy to calculate and to manipulate. New maximum likelihood estimators for the distribution parameters are also derived that are otherwise… CONTINUE READING

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