On the distribution of the product and ratio of products of EGK variates with applications
2018
We derive novel exact closed-form expressions for the probability density function (PDF) and cumulative distribution function (CDF) of the product and ratio of products of an arbitrary number of independent non-identically distributed (i.n.i.d) extended generalized-\(\mathcal {K}\) (EGK) variates. The expressions are given in terms of the Meijer’s G-function and can be computed easily using commonly available mathematical software tools. They also subsume those for arbitrary combinations of other well-known variates and can be directly utilized in performance evaluation of wireless communication systems under different scenarios. We present various analytical results that are verified via Monte-Carlo simulations for both the PDF and CDF as well as their application in multiple practical scenarios.
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