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-input multiple-output wireless communication systems with two transmit antennas.
['Rongtao Xu', 'Zhangdui Zhong', 'Jiann‐Mou Chen', 'Bo Ai']
Bivariate gamma distribution from complex inverse wishart matrix