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Copulas of bivariate Rayleigh and log-normal distributions

2010/12/09 by X. Liu · 2 citations
Computer Science · Engineering · Agricultural and Biological Sciences · #Blind Source Separation Techniques #Optical Wireless Communication Technologies #Leaf Properties and Growth Measurement

paper · doi:10.1049/el.2010.2777

openalex publication_date 2010/12/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Abstract

The intrinsic relations between multivariate distributions and their marginal distributions can be clearly characterised by copulas. The bivariate Rayleigh and bivariate log-normal distributions play important roles in both signal processing and digital communications. In this reported work, the formula of bivariate Rayleigh copula is improved and the formula of bivariate log-normal copula is derived. These formulas are in terms of the Marcum Q-function or the Gaussian Q-function, both being supported by Matlab. Thus the copula evaluation process can be expedited both analytically and numerically.

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