@inproceedings{dfabe41b392b45ffb3681643ce20d5d6,

title = "New results on the sum of two generalized Gaussian random variables",

abstract = "We propose in this paper a new method to compute the characteristic function (CF) of the generalized Gaussian (GG) random variable in terms of the Fox H function. The CF of the sum of two independent GG random variables is then deduced. Based on this result, the probability density function (PDF) and the cumulative distribution function (CDF) of the sum distribution are obtained. These functions are expressed in terms of the bivariate Fox H function. Next, the statistics of the distribution of the sumare analyzed and computed. Due to the complexity of the bivariate Fox H function, a solution to reduce such complexity is to approximate the sum of two independent GG random variables by one GG random variable with a suitable shape factor. The approximation method depends on the utility of the system so three methods of estimate the shape factor are studied and presented.",

keywords = "Generalized Gaussian, PDF approximation, characteristic function, cumulant, kurtosis, moment, sum of two random variables",

author = "Hamza Soury and Alouini, {Mohamed Slim}",

note = "Publisher Copyright: {\textcopyright} 2015 IEEE.; IEEE Global Conference on Signal and Information Processing, GlobalSIP 2015 ; Conference date: 13-12-2015 Through 16-12-2015",

year = "2016",

month = feb,

day = "23",

doi = "10.1109/GlobalSIP.2015.7418351",

language = "English (US)",

series = "2015 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2015",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "1017--1021",

booktitle = "2015 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2015",

address = "United States",

}