Expansions for sums of rayleighs

  • Authors:
  • Christopher s. Withers;Saralees Nadarajah

  • Affiliations:
  • Applied mathematics group, industrial research limited, lower hutt, new zealand e-mail: c.withers@irl.cri.nz;School of mathematics, university of manchester, manchester m13 9pl, uk, e-mail: mbbsssn2@manchester.ac.uk

  • Venue:
  • Probability in the Engineering and Informational Sciences
  • Year:
  • 2009

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Abstract

Expressions for the distribution, density, and percentiles of weighted sums of Rayleigh random variables are given, including the tilted Edgeworth expansion.