Systematic and Unified Stochastic Tool to Determine the Multidimensional Joint Statistics of Arbitrary Partial Products of Ordered Random Variables

Sung Sik Nam, Young-Chai Ko, Duckdong Hwang, Mohamed-Slim Alouini

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we introduce a systematic and unified stochastic tool to determine the joint statistics of partial products of ordered random variables (RVs). With the proposed approach, we can systematically obtain the desired joint statistics of any partial products of ordered statistics in terms of the Mellin transform and the probability density function in a unified way. Our approach can be applied when all the K-ordered RVs are involved, even for more complicated cases, for example, when only the Ks (Ks
Original languageEnglish (US)
Pages (from-to)139773-139786
Number of pages14
JournalIEEE Access
Volume7
DOIs
StatePublished - Sep 19 2019

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