JOURNAL BROWSE
Search
Advanced SearchSearch Tips
Small Sample Asymptotic Distribution for the Sum of Product of Normal Variables with Application to FSK Communication
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
 Title & Authors
Small Sample Asymptotic Distribution for the Sum of Product of Normal Variables with Application to FSK Communication
Na, Jong-Hwa; Kim, Jung-Mi;
  PDF(new window)
 Abstract
In this paper we studied the effective approximations to the distribution of the sum of products of normal variables. Based on the saddlepoint approximations to the quadratic forms, the suggested approximations are very accurate and easy to use. Applications to the FSK (Frequency Shift Keying) communication are also considered.
 Keywords
Product of normal variables;saddlepoint approximation;quadratic form;FSK communication;asymptotic distribution;
 Language
Korean
 Cited by
 References
1.
Aroian, L. A. (1947). The probability function of the product of two normally distributed variables, The Annals of Mathematical Statistics, 18, 265-271 crossref(new window)

2.
Aroian, A. L., Taneja, V. S. and Cornwell, L. W. (1978). Mathematical forms of the distribution of the product of two normal variables, Communications in Statistics-Theory and Methods, 7, 165-172 crossref(new window)

3.
Conradie. W. and Gupta. A. (1987). Quadratic forms in complex normal variates: Basic results, Statistica, 47,73-84

4.
Cornwell, L. W.. Aroian, L. A. and Taneja, V. S. (1978). Numerical evaluation of the distribution of the product of two normal variables, Journal of Statistical Computation and Simulation, 7, 123-131 crossref(new window)

5.
Craig, C. C. (1936). On the frequency function of xy, Annals of Mathematical Statistics, 7, 1-15 crossref(new window)

6.
Daniels. H. E. (1987). Tail probability approximations, International Statistical Review, 55, 37-48 crossref(new window)

7.
Jensen. J. L. (1992). The modified signed loglikelihood statistic and saddlepoint approximations, Biometrika, 79, 693-703 crossref(new window)

8.
Jensen, J. L. (1995). Saddlepoint Approximations, Oxford Statistical Science Series 16, Oxford, Clarendon Press

9.
Lugannani, R. and Rice. S. O. (1980). Saddlepoint approximation for the distribution of the sum of independent random variables, Advanced Applied Probability, 12, 475-490 crossref(new window)

10.
Na, J. H. and Kim. J. S. (2005). Saddlepoint approximations to the distribution function of non-homogeneous quadratic forms, The Korean Journal of Applied Statistics, 18, 183-196 crossref(new window)