The Distribution of the Sum of Independent Generalized Gaussian Signals

Abstract

The distribution of the sum of independent generalized Gaussian signals is studied in the paper. The properties of the sum of signals in detail are firstly analyzed. The conclusion that the distribution of the sum of generalized Gaussian signals is not generalized Gaussian distribution was obtained; the reasoning for the special case is given to support the proposed conclusion. The simulation results show that applying generalized Gaussian distribution to model the distribution of the sum based on high order statistics, they coincide with each other well except for the vicinity of mean.