Given the joint probability density function (pdf), pX(xl, ..., xN), of the random variables x1, xN, a new method is developed for determining the pdf of the ratio f(X)lg(X) where f and g are arbitrary functions. The method is then applied to calculate the pdf of x1 lx2 where x1 and x2 are correlated Gaussians with arbitrary means and variances.
The Ratios of Functions of Random Variables
IEEE Transactions on Aerospace and Electronic Systems ; AES-13 , 6 ; 624-630
1977-11-01
1460730 byte
Article (Journal)
Electronic Resource
English
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