Haykin_app_A_pp3.

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A.3 The Nakagami Distribution A7

Note the restriction that is placed on m for (A.21) to hold. Close examination of the
definitions embodied in (A.20) and (A.21) reveals that the statistical characterization of
the fading figure m involves two moments:
• the mean-square value of the random variable X in the numerator and
• the variance of the squared random variable X2 in the denominator.
It follows, therefore, that the fading figure m is dimensionless.
For visualization, the Nakagami-m distribution is plotted in Figure A.3 for varying
values of m. Two observations from these plots are noteworthy:
1. For m = 1/2, the Nakagami-m distribution reduces to the Rayleigh distribution; in
other words:
The Rayleigh distribution is a special case of the Nakagami distribution.
2. The Nakagami and Rician distributions have a similar shape.
To elaborate on point 2, for m > 1 we find that the fading figure m can be computed from
the dimensionless Rice factor K (discussed in Chapter 4), as shown in (Stüber, 1996):
2
K + 1
m = -------------------- (A.22)
2K + 1

1. 5

m=3

m = 3/2
Simulation
Theoretical
m=1
1

m = 5/8

m = 1/2
fX (x)

0.5

0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5
x

Figure A.3 The Nakagami-m distribution, presenting theoretical and simulation results for
varying fading figure m.
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A8 Appendix A Advanced Probabilistic Models

Conversely,
2 1/2
m – m
K = -------------------------------------- (A.23)
2 1/2
m – m – m
A cautionary note is in order, however. Although the Nakagami-m and Rician distributions
appear to have good agreement insofar as their shapes are concerned, they have different
slopes at the origin, x = 0; this difference has a significant impact on the achievable
diversity, with the advantage residing in the Nakagami distribution (Molisch, 2011).
From a practical perspective, the Nakagami-m distribution has the following attributes,
in accordance with (A.20) and (A.21):
The two parameters,  and m, lend themselves to computation from
experimentally measured data in a relatively straightforward manner.
This succinct statement re-emphasizes the point we made at the beginning of this
subsection:
Through the use of simulation, real-life data can be fitted into the Nakagami
distribution.

1 0.7
0.9 Log−normal Log−normal
Approximate 0.6 Approximate
0.8
0.7 0.5
0.6 0.4
PDF
PDF

0.5
0.4 0.3
0.3 0.2
0.2
0.1
0.1
0 0
0 1 2 3 4 5 0 1 2 3 4 5
x x
(a) (b)

1 1.5
0.9 Log−normal Log−normal
0.8 Approximate Approximate
0.7 1
0.6
PDF

PDF

0.5
0.4
0.3 0.5
0.2
0.1
0 0
0 1 2 3 4 5 0 1 2 3 4 5
x x
(c) (d)

Figure A.4 A set of sample functions of log-normal distribution and its approximation
with the Nakagami distribution as the fading figure m is increased.
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A.3 The Nakagami Distribution A9

Indeed, with this important point in mind, the plots presented in Figure A.3 actually
include points (denoted by crosses) that pertain to an arbitrarily selected wireless data.3
Figure A.4 provides further demonstration of the inherent flexibility of the Nakagami-
m distribution in approximating the log-normal distribution. It is clearly shown that the
approximation gets gradually better as the fading figure m is increased.
It is not surprising, therefore, to find that the Nakagami-m distribution outperforms the
Rayleigh and Rician distributions, particularly so in urban wireless communication
environments.4

Notes
1. The visualization procedure described herein for the log-normal distribution follows Cavers
(2000).
Two other procedures for visualizing the log-normal distribution are described in the literature, as
summarized here:
• In Proakis and Salehi (2008), the standard deviation  Y = 1 and the mean  Y are varied,
with both  Y and  Y measured in volts.
• In Goldstein (2005), a new random variable  defined as the ratio of transmit-to-receive
power, is used in place of x, and a new formula for the log-normal distribution is derived. In so
doing, the use of power measured in decibels plays a prominent role in a new formulation of
the log-normal distribution. However, this new formulation takes values for 0     , which
raises a physically unacceptable scenario; specifically, for   1, the receive-power assumes a
value greater than the transmit-power.
• Fortunately, the probability of this unacceptable scenario arising is very small, provided that
the mean  , expressed in decibels, is positive and large. It is thus claimed that the log-
normal model based on the random variable  captures the underlying physical model very
accurately when the mean  is very large compared to 0 dB.
2. The properties of the log-normal distribution described herein follow Cavers (2000).
3. The procedure used to compute the simulated points in the plots presented in Figure A.3 follows
Matthaiou and Laurenson (2007).
4. This note provides additional noteworthy material on the Nakagami-m distribution. In Turin et al.
(1972) and Suzuki (1977), it is demonstrated that the Nakagami-m distribution provides the best
statistical fit to measured data in urban wireless environments.
Two other papers of interest are Braun and Dersch (1991), in which a physical interpretation of the
Nakagami-m distribution is presented, and Abdi et al., (2000), in which the statistical characteristics
of the Nakagami and Rician distributions are summarized.
Moreover, there are three other papers on the Nakagami distribution that deserve attention. Given a
set of real-life fading-channel data, various papers have been published on how to estimate the
parameter m in the Nakagami model. In Zhang (2002), numerical results are presented to show that
none of the previously published results exceed the classical one by Greenwood and Durand (1960).
The correlated Rayleigh fading lends itself readily to simulate a fading channel by virtue of its
relationship to a complex Gaussian process. Unfortunately, this is not so with the Nakagami
distribution. In Zhang (2000), a decomposition technique is described for the efficient generation of
a correlated Nakagami fading channel.
In Zhang (2003), a generic correlated Nakagami-m model is described using a multiple joint
characteristic function, which allows for an arbitrary covariance matrix and distinct real fading
parameters.
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Haykin_app_B.fm Page 11 Thursday, December 6, 2012 9:26 PM

APPENDIX
B Bounds on the Q-Function
Following Chapter 3, we define the Q-function as

x exp  – --2- t  dt
1 12
Q  x  = ---------- (B.1)
2
which represents the area under the tail of the standard Gaussian distribution. In this
appendix, we derive some useful bounds on the Q-function for large positive values of x.
To this end, we change the variable of integration in (B.1) by setting
z = x–t (B.2)
and then recast (B.1) in the form
2 0
Q  x  = ---------- exp  – x-----  exp  xz  exp  – --- z  dz
1 1 2
2  2  –   2 
(B.3)

2
For any real z, the value of exp  – 1  2 z  lies between the successive partial sums of the
power series:
2 2 2 2 3
 2 + ------------------
z  2 z  2
1 – z----------- - – ------------------- + 
1! 2! 3!
Therefore, for x > 0 we find that, on using (n + 1) terms of this series, the Q-function lies
between the values taken by the integral
2 0 2 2 2 2 n
z  2 z  2 z  2
exp  – ----- 
1 x
----------  1 – ---------------- + ------------------- –   ------------------- exp  xz  dz
2  2  – 1! 2! n!
for even n and odd n. We now make another change in the integration variable by setting
v = – xz (B.4)
and also use the definite integral

0 v
n
exp  – v  dv = n! (B.5)

Doing so, we obtain the following asymptotic expansion for the Q-function, assuming that
x > 0:

 3  5   2n – 1 
2
exp  – x  2  1 1  3  1-----------------------------------------------
Q  x   ------------------------------ 1 – ----- + -----------
-–  - (B.6)
2x 2 4 2n
x x x
For large positive values of x, the successive terms of the series on the right-hand side of
(B.6) decrease very rapidly. We thus deduce two simple bounds on the Q-function, one
lower and the other upper, as shown by
2 2
exp  – x  2  exp  – x  2 
------------------------------  1 – ----
1
-  Q  x   ------------------------------ (B.7)
2x  2  2x
x

A11
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A12 Appendix B Bounds on the Q-Function

For large positive x, a second bound on the Q-function is obtained by simply ignoring the
multiplying factor 1/x in the upper bound of (B.7), in which case we write
2
Q  x   ---------- exp  – -----
1 x
(B.8)
2  2
Figure B.1 contains plots of the following quantities:
• tabulated values of the Q-function presented in Table 3.1;
• the lower and upper bounds of (B.7);
• the upper bound of (B.8).

10 2
Lower bound
Upper bound
1
10 Approximate upper bound
Q function

10 0

10–2

10 –3
Q function

10 –4

10 –5

10 – 4

10 –6

10 – 7
0 1 2 3 4 5
x

Figure B.1 Lower and upper bounds on the Q-function.