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A Mathai-type Multivariate Nakagami-$m$ Distribution: Density, Closed-form Estimators, and Asymptotic Efficiency

Kim, Hyeonwoo et al.
arXiv (OAI Expanded) · Papers
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methodology
In this study, we propose a novel multivariate Nakagami-$m$ distribution whose joint probability density function admits a fully closed-form expression. The proposed density is derived using a Mathai-type construction based on the partial sums of independent gamma random variables. For this distribu
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