Our paper “New approximation to the distribution of positive RVs applied to Gaussian quadratic forms” with Pablo (visiting student from Malaga) and his PhD supervisors has just appeared in IEEE Signal Processing Letters. Well done Pablo!!
The paper proposes a new approach to the classical problem of approximating the distribution of a random variable, and this is applied to Gaussian quadratic forms. Compared to other methods, the new approximation always yield a valid approximating distribution and it is computationally more stable. The potential applications are numerous in engineering, wireless communications, signal processing and applied statistics; some examples are the characterisation of hypothesis testing, signal detection, and performance analysis of wireless channels.