Related Distributions
- has a Rice distribution if where and are statistically independent normal random variables and is any real number.
- Another case where comes from the following steps:
- 1. Generate having a Poisson distribution with parameter (also mean, for a Poisson)
- 2. Generate having a chi-squared distribution with 2P + 2 degrees of freedom.
- 3. Set
- If then has a noncentral chi-squared distribution with two degrees of freedom and noncentrality parameter .
- If then, and has an exponential distribution.
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