On the ratio of two random variables

On the ratio of two random variables

The probability P(k) that two non-negative random variables X and Y are within K ≡ 20 log 10 k dB of each other is investigated. When the joint probability density function is symmetric in X and Y, then P(k) = 2F Z (k) - 1, where F Z is the cumulative distribution function of the ratio Z ≡ (X/Y). Fi...

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Veröffentlicht in:Proceedings of the IEEE 1967, Vol.55 (2), p.247-248
1. Verfasser: Zeger, A.E.
Format: Artikel
Sprache:eng
Schlagworte:
Admittance
Circuits
Frequency
Inspection
Optimized production technology
Probability density function
Random variables
Resistors
Turning
Voltage-controlled oscillators
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Zusammenfassung:The probability P(k) that two non-negative random variables X and Y are within K ≡ 20 log 10 k dB of each other is investigated. When the joint probability density function is symmetric in X and Y, then P(k) = 2F Z (k) - 1, where F Z is the cumulative distribution function of the ratio Z ≡ (X/Y). Finally, P(k) is evaluated for the case in which X and Y are correlated Rayleigh variates.
ISSN:0018-9219
1558-2256
DOI:10.1109/PROC.1967.5471