Handle URI:
http://hdl.handle.net/10754/624811
Title:
New Results on the Sum of Two Generalized Gaussian Random Variables
Authors:
Soury, Hamza ( 0000-0001-7914-2973 ) ; Alouini, Mohamed-Slim ( 0000-0003-4827-1793 )
Abstract:
We propose in this paper a new method to compute the characteristic function (CF) of generalized Gaussian (GG) random variable in terms of the Fox H function. The CF of the sum of two independent GG random variables is then deduced. Based on this results, the probability density function (PDF) and the cumulative distribution function (CDF) of the sum distribution are obtained. These functions are expressed in terms of the bivariate Fox H function. Next, the statistics of the distribution of the sum, such as the moments, the cumulant, and the kurtosis, are analyzed and computed. Due to the complexity of bivariate Fox H function, a solution to reduce such complexity is to approximate the sum of two independent GG random variables by one GG random variable with suitable shape factor. The approximation method depends on the utility of the system so three methods of estimate the shape factor are studied and presented [1].
KAUST Department:
Computer, Electrical and Mathematical Sciences & Engineering (CEMSE)
Conference/Event name:
Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)
Issue Date:
6-Jan-2016
Type:
Poster
Appears in Collections:
Posters; Conference on Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)

Full metadata record

DC FieldValue Language
dc.contributor.authorSoury, Hamzaen
dc.contributor.authorAlouini, Mohamed-Slimen
dc.date.accessioned2017-06-08T06:32:27Z-
dc.date.available2017-06-08T06:32:27Z-
dc.date.issued2016-01-06-
dc.identifier.urihttp://hdl.handle.net/10754/624811-
dc.description.abstractWe propose in this paper a new method to compute the characteristic function (CF) of generalized Gaussian (GG) random variable in terms of the Fox H function. The CF of the sum of two independent GG random variables is then deduced. Based on this results, the probability density function (PDF) and the cumulative distribution function (CDF) of the sum distribution are obtained. These functions are expressed in terms of the bivariate Fox H function. Next, the statistics of the distribution of the sum, such as the moments, the cumulant, and the kurtosis, are analyzed and computed. Due to the complexity of bivariate Fox H function, a solution to reduce such complexity is to approximate the sum of two independent GG random variables by one GG random variable with suitable shape factor. The approximation method depends on the utility of the system so three methods of estimate the shape factor are studied and presented [1].en
dc.subjectWirelessen
dc.titleNew Results on the Sum of Two Generalized Gaussian Random Variablesen
dc.typePosteren
dc.contributor.departmentComputer, Electrical and Mathematical Sciences & Engineering (CEMSE)en
dc.conference.dateJanuary 5-10, 2016en
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)en
dc.conference.locationKAUSTen
kaust.authorSoury, Hamzaen
kaust.authorAlouini, Mohamed-Slimen
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