Bivariate Gamma Distribution from Complex Inverse Wishart Matrix

摘要

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-inputmultiple-output wireless communication systems with two transmit antennas.