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Bivariate gamma distribution from complex inverse wishart matrix

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4 Author(s)
Rongtao Xu ; State Key Lab. of Rail Traffic Control & Safety, Beijing Jiaotong Univ., Beijing ; Zhangdui Zhong ; Jiann-Mou Chen ; Bo Ai

In this letter, a new form of bivariate gamma distribution is proposed from the complex inverse Wishart matrix. We have derived the closed-form expressions for the probability density function and the joint central moments of this bivariate gamma distribution. Finally, the analytical results are used to obtain the outage probability for a multiple-input multiple-output wireless communication systems with two transmit antennas.

Published in:

Communications Letters, IEEE  (Volume:13 ,  Issue: 2 )