SOME USEFUL PROBABILITY DISTRIBUTIONS

Abstract : A compilation is presented of probability density functions, distribution functions, and characteristic functions for several arithmetic combinations of Gaussian random variables. These functions, the distribution functions in particular, need to be known for the evaluation of the error probabilities of many communication systems. These functions are expressed in closed form in terms of well known (and tabulated) transcendental functions. The purpose is to have a convenient list of canonical forms which will be useful when working with arithmetic combinations of Gaussian random variables.