Properties of Generalized Rayleigh Distributions

Abstract

Some years ago we defined generalized Rayleigh processes [6], [7] and considered some of their many properties. Briefly, if xi, 1 < i < n, are Gaussian variates and r2 is the sum of their squares, then we called r a gener- alized Rayleigh random variable. Besides the references in [6], [7] we have noted other investigations in this direction [2], [8]. In the present paper we wish to continue our study of Rayleigh distributions.