An infinite series for the computation of the complementary probability distribution function of a sum of independent random variables and its application to the sum of Rayleigh random variables

@article{Beaulieu1990AnIS,
  title={An infinite series for the computation of the complementary probability distribution function of a sum of independent random variables and its application to the sum of Rayleigh random variables},
  author={Norman C. Beaulieu},
  journal={IEEE Trans. Communications},
  year={1990},
  volume={38},
  pages={1463-1474}
}
An infinite series for the computation of complementary probability distribution functions of sums of random variables is derived. The properties of the series are studied for both bounded and unbounded random variables. The technique is used to find efficient series for computation of the distributions of sums of uniform random variables and sums of Rayleigh random variables. A useful closed-form expression for the characteristic function of a Rayleigh random variable is presented, and an… CONTINUE READING
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