Nakagami distribution

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Nakagami
Probability density function
Nakagami pdf.svg
Cumulative distribution function
Nakagami cdf.svg
Parameters shape (real)
spread (real)
Support
PDF
CDF
Mean
MedianNo simple closed form
Mode
Variance

The Nakagami distribution or the Nakagami-m distribution is a probability distribution related to the gamma distribution. It has two parameters: a shape parameter and a second parameter controlling spread .

Characterization[edit]

Its probability density function (pdf) is[1]

Its cumulative distribution function is[1]

where P is the incomplete gamma function (regularized).

Parameter estimation[edit]

The parameters and are[2]

and

An alternative way of fitting the distribution is to re-parametrize and m as σ = Ω/m and m.[3] Then, by taking the derivative of log likelihood with respect to each of the new parameters, the following equations are obtained and these can be solved using the Newton-Raphson method:

and

Generation[edit]

The Nakagami distribution is related to the gamma distribution. In particular, given a random variable , it is possible to obtain a random variable , by setting , , and taking the square root of :

.

Alternatively, the Nakagami distribution can be generated from the chi distribution with parameter set to and then following it by a scaling transformation of random variables. That is, a Nakagami random variable is generated by a simple scaling transformation on a Chi-distributed random variable as below.

For a Chi-distribution, the degrees of freedom must be an integer, but for Nakagami the can be any real number greater than 1/2. This is the critical difference and accordingly, Nakagami-m is viewed as a generalization of Chi-distribution, similar to a gamma distribution being considered as a generalization of Chi-squared distributions.

Finally, there is also a more efficient generation method using efficient rejection-sampling.[4]

History and applications[edit]

The Nakagami distribution is relatively new, being first proposed in 1960.[5] It has been used to model attenuation of wireless signals traversing multiple paths [6] and to study the impact of fading channels on wireless communications [7].

Related distributions[edit]

  • Restricting m to the unit interval (q = m; 0 < q < 1) defines the Nakagami-q distribution, also known as Hoyt distribution.[8][9][10]

"The radius around the true mean in a bivariate normal random variable, re-written in polar coordinates (radius and angle), follows a Hoyt distribution. Equivalently, the modulus of a complex normal random variable does."[11]

References[edit]

  1. ^ a b Laurenson, Dave (1994). "Nakagami Distribution". Indoor Radio Channel Propagation Modelling by Ray Tracing Techniques. Retrieved 2007-08-04.
  2. ^ R. Kolar, R. Jirik, J. Jan (2004) "Estimator Comparison of the Nakagami-m Parameter and Its Application in Echocardiography", Radioengineering, 13 (1), 8–12
  3. ^ Mitra, Rangeet; Mishra, Amit Kumar; Choubisa, Tarun (2012). "Maximum Likelihood Estimate of Parameters of Nakagami-m Distribution". International Conference on Communications, Devices and Intelligent Systems (CODIS), 2012: 9–12.
  4. ^ Luengo, D.; Martino, L. (2012). "Almost rejectionless sampling from Nakagami-m distributions (m≥1)". Electronics Letters (Submitted manuscript). 48 (24): 1559–1561. doi:10.1049/el.2012.3513.
  5. ^ Nakagami, M. (1960) "The m-Distribution, a general formula of intensity of rapid fading". In William C. Hoffman, editor, Statistical Methods in Radio Wave Propagation: Proceedings of a Symposium held June 18–20, 1958, pp 3-36. Pergamon Press.
  6. ^ Parsons, J. D. (1992) The Mobile Radio Propagation Channel. New York: Wiley.
  7. ^ Ramon Sanchez-Iborra; Maria-Dolores Cano; Joan Garcia-Haro (2013). Performance evaluation of QoE in VoIP traffic under fading channels. World Congress on Computer and Information Technology (WCCIT). pp. 1–6. doi:10.1109/WCCIT.2013.6618721. ISBN 978-1-4799-0462-4.
  8. ^ Paris, J.F. (2009). "Nakagami-q (Hoyt) distribution function with applications". Electronics Letters. 45 (4): 210. doi:10.1049/el:20093427.
  9. ^ "HoytDistribution".
  10. ^ "NakagamiDistribution".
  11. ^ Daniel Wollschlaeger. "The Hoyt Distribution (Documentation for R package 'shotGroups' version 0.6.2)".[permanent dead link]