On the ratio of gamma and Rayleigh random variables
Volume 34 / 2007
Applicationes Mathematicae 34 (2007), 373-382
MSC: 33C90, 62E99.
DOI: 10.4064/am34-3-8
Abstract
The gamma and Rayleigh distributions are two of the most applied distributions in engineering. Motivated by engineering issues, the exact distribution of the quotient $X/Y$ is derived when $X$ and $Y$ are independent gamma and Rayleigh random variables. Tabulations of the associated percentage points and a computer program for generating them are also given.
