A novel approach in Multi-hop networks technology with the ratio distribution of two Hyper-Erlang random variables
Abstract
The distribution of ratio of two random variables has been studied by several authors especially when the two random variables are independent and come from the same family. In this paper, the exact distribution of the ratio of two independent Hyper-Erlang distribution is derived. However, closed expressions of the probability density, cumulative distribution function, reliability function, hazard function, moment generating function and the rth moment are found for this ratio distribution and proved to be a linear combination of the Generalized-F distribution. Finally, we will apply our results to real life application in analyzing the performance of wireless communication systems.References
M. Masoom Ali, M. Pal, and J. Woo, On the Ratio of Inverted Gamma Variates, Austrian Journal of Statistic, vol. 36, no. 2, pp. 153–15, 2007.
L. Idrizi, On The Product and Ratio of Pareto and Kumarazwamy Random Variables, Mathematical Theory and Modeling, vol. 4, no. 3, 2014.
M. Shakil and B. M. Golam Kibria, Exact Distribution of the Ratio of Gamma and Rayleigh Random Variables, Pakistan Journal of Statistics and Operation Research, vol. 2, no. 2, pp. 87-98, July 2006.
S. Nadarajah and D. Choi, Arnold and Strauss’s bivariate exponential distribution products and ratios, New Zealand Journal of Mathematics, vol. 35, pp. 189–1999, 2006.
S. Park, On the Distribution Functions of Ratios Involving Gaussian Random Variables, ETRI Journal, vol. 32, no. 6, December 2010.
S. Nadarajah and S. Kotz, On the product and ratio of t and Bessel random variables, Bulletin of the Institute of Mathematics Academia Sinica (New Series), vol. 2, no. 1, pp. 55-66, 2007.
T. Pham-Gia and N. Turkkan, Operations on the Generalized F-Variables, and Applications, A Journal of Theoretical and Applied Statistics, vol. 36, no. 3, pp. 195-209, 2002. doi:10.1080/02331880212855.
G. Marsaglia, Ratios of Normal Variables and Ratios of Sums of Uniform Variables, Journal of the American Statistical Association, vol. 60, no. 309, pp. 193–204, March 1965.
P. J. Korhonen and S. C. Narula, The Probability Distribution of the Ratio of the Absolute Values of Two Normal Variables, Journal of Statistical Computation and Simulation vol. 33, no. 3, pp. 173–182,1989. doi:10.1080/00949658908811195.
S. J. Press, The t-ratio distribution, Journal of the American Statistical Association, vol. 64, no. 325, pp. 242–252, 1969.
A. P. Basu and R. H. Lochner, On the distribution of the ratio of two random variables having generalized life distributions, Technometrics, vol. 13, no. 2, pp. 281–287, 1971.
D. L. Hawkins and C. P. Han, Bivariate distributions of some ratios of independent noncentral chi-square random variables, Communications in Statistics - Theory and Methods, vol. 15, no. 1, pp. 261–277,1986. doi:10.1080/03610928608829120.
S. B. Provost, On the distribution of the ratio of powers of sums of gamma random variables, Pakistan Journal Statistic, vol. 5, no. 2, pp. 157–174, 1989.
T. Pham-Gia, Distributions of the ratios of independent beta variables and applications, Communications in Statistics - Theory and Methods, vol. 29, no. 12, pp. 2693–2715, 2000. doi:10.1080/03610920008832632
S. Nadarajaha, and A.K. Gupta, On the ratio of logistic random variables, Computational Statistics & Data Analysis, vol. 50, pp. 1206–1219, 2006.
S. Nadarajaha, S. Kotz, On the Ratio of Fr`echet Random Variables, Quality & Quantity 40, pp. 861-868, 2006.
S. Nadarajah, The linear combination, product and ratio of Laplace random variables. Statistics, A Journal of Theoretical and Applied Statistics, vol. 41, no. 6, pp. 535-545, 2007.
A. Th¨ummler, P. Buchholz, and M. Telek, A novel approach for phase-type fitting with the EM algorithm, IEEE Trans. Dependable Sec. Comput., Vol. 3, No. 3, pp 245-258, 2006.
A. V. Pechinkin, C. D’Apice, P. P. Bocharov, S. Salerno, Queueing Theory, De Gruyter Incorporated, Walter, Modern Probability and Statistics Ser, 2003.
Y. Fang, Hyper-Erlang Distribution Model and Its Application inWireless Mobile Networks, Wireless Networks, vol. 7, pp. 211-219, 2001.
T. Pham-Gia and N. Turkkan, Distributions of Ratios: From Random Variables to Random Matrices, Open Journal of Statistics, vol. 1, no. 2, pp. 93-104, 2011. doi: 10.4236/ojs.2011.12011.
T. Pham-Gia and Q. P. Duong, The generalized beta and F-distributions in statistical modelling, Mathematical and Computer Modelling, vol. 12, no. 12, pp. 1613-1625, 1989.
N. Johnson, S. Kotz, and N. Balakhrishnan, Continuous Univariate Distributions, John Wiley and Sons, New York, vol. 2, 2nd
Edition, 1995.
W. Press, S. Teukolsky, W. Vetterling, B. Flannery and M. Metcalf, Numerical Recipes in C: The Art of Scientific Computing, Cambridge University Press, Third Edition, 2007.
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
- Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).