On the ratio of gamma and Rayleigh random variables

Volume 34 / 2007

Saralees Nadarajah 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.

Authors

  • Saralees NadarajahSchool of Mathematics
    University of Manchester
    Manchester M60 1QD, UK
    e-mail

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