Okagbue, H. I. and Adamu, M. O. and Anake, T. A. (2020) Approximations for the inverse cumulative distribution function of the gamma distribution used in wireless communication. Heliyon.
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Abstract
The use of quantile functions of probability distributions whose cumulative distribution is intractable is often limited in Monte Carlo simulation, modeling, and random number generation. Gamma distribution is one of such distributions, and that has placed limitations on the use of gamma distribution in modeling fading channels and systems described by the gamma distribution. This is due to the inability to find a suitable closed-form expression for the inverse cumulative distribution function, commonly known as the quantile function (QF). This paper adopted the Quantile mechanics approach to transform the probability density function of the gamma distribution to second-order nonlinear ordinary differential equations (ODEs) whose solution leads to quantile approximation. Closed-form expressions, although complex of the QF, were obtained from the solution of the ODEs for degrees of freedom from one to five. The cases where the degree of freedom is not an integer were obtained, which yielded values closed to the R software values via Monte Carlo simulation. This paper provides an alternative for simulating gamma random variables when the degree of freedom is not an integer. The results obtained are fast, computationally efficient and compare favorably with the machine (R software) values using absolute error and Kullback–Leibler divergence as performance metrics.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Electrical engineering Safety engineering Statistics Risk analysis Quantile function Inverse cumulative distribution function Gamma distribution Ordinary differential equation Shape parameter Wireless communication Kullback-Leibler divergence |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Engineering, Science and Mathematics > School of Mathematics |
| Depositing User: | Mrs Patricia Nwokealisi |
| Date Deposited: | 17 Jun 2021 12:12 |
| Last Modified: | 17 Jun 2021 12:12 |
| URI: | http://eprints.covenantuniversity.edu.ng/id/eprint/14522 |
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