Strongly Rayleigh distributions are natural generalizations of product and determinantal probability distributions and satisfy the strongest form of negative dependence properties. We show that the “natural” Monte Carlo Markov Chain (MCMC) algorithm mixes rapidly in the support of a homogeneous strongly Rayleigh distribution. As a byproduct, our proof implies Markov chains can be used to effici...

In this paper availability model for a linear (circular) consecutive-k-out-of-n:F system (or C(k, n:F) system) of nonidentical components has been considered. It is assumed that both the working time and repair time of each component are Rayleigh distributed. The estimate of the parameters from the Rayleigh distribution can be represented by triangular fuzzy numbers. A numerical example is solv...

In the present study wind power density of the Penjwen region have been statistically analyzed during the period from January 2001 to December 2003 based on the monthly measured mean wind speed data. The annual and monthly wind speeds and wind density are estimated. The Weibull and Ralyeigh distribution functions have been derived from the available data and both Weibull and Rayleigh probabilit...

A five-parameter distribution called Beta Generalized Weibull (BGW) distribution is introduced. Beta Generalized Exponential (BGE), Beta Weibull (BW), Generalized or Exponentiated Weibull (GW or EW), Generalized Rayleigh (GR), Beta Exponential (BE), Generalized Exponential (GE), Weibull, Rayleigh and Exponential are its sub models. The cumulative distribution function (cdf) and the probability ...

Surles and Padgett [15] introduced two-parameter Burr Type X distribution, which can be described as a generalized Rayleigh distribution. In this paper we consider the estimation of the stress-strength parameter R = P [Y < X], when X and Y are both three-parameter generalized Rayleigh distribution with the same scale and locations parameters but different shape parameters. It is assumed that th...

We attempt to discover closed form expressions to numerically evaluate the capacity of multi-antenna wireless channels. We start from known results for the Gaussian (Rayleigh) channel where the numerical evaluation of the capacity can be simplified by recent advances of random matrices theory and involves the probability distribution of a Wishart matrix. Our goal is to explore different than Ra...

ML-PMHT Track Detection Threshold Determination for K-Distributed Clutter Report Title Recentwork developed a novelmethod for determining tracking thresholds for theMaximumLikelihood ProbabilisticMultiHypothesis Tracker (ML-PMHT). Under certain “ideal” conditions, probability density functions (PDFs) for the peak points in the ML-PMHT log-likelihood ratio (LLR) due to just clutter measurements ...

Problem Statement: The two-parameter exponentiated Rayleigh distribution has been widely used especially in the modelling of life time event data. It provides a statistical model which has a wide variety of application in many areas and the main advantage is its ability in the context of life time event among other distributions. The uniformly minimum variance unbiased and maximum likelihood es...