Journal of Applied Mathematics
Volume 2011 (2011), Article ID 238290, 17 pages
http://dx.doi.org/10.1155/2011/238290
Research Article

Rayleigh Mixture Distribution

Department of Statistics, Jahangirnagar University, Savar, Dhaka 1342, Bangladesh

Received 4 June 2011; Accepted 2 October 2011

Academic Editor: Tak-Wah Lam

Copyright © 2011 Rezaul Karim et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

This paper presents Rayleigh mixtures of distributions in which the weight functions are assumed to be chi-square, 𝑡 and 𝐹 sampling distributions. The exact probability density functions of the mixture of two correlated Rayleigh random variables have been derived. Different moments, characteristic functions, shape characteristics, and the estimates of the parameters of the proposed mixture distributions using method of moments have also been provided.