K-distribution
Encyclopedia
The K-distribution is a probability distribution
Probability distribution
In probability theory, a probability mass, probability density, or probability distribution is a function that describes the probability of a random variable taking certain values....

 that arises as the consequence of a statistical or probabilistic model used in Synthetic Aperture Radar
Synthetic aperture radar
Synthetic-aperture radar is a form of radar whose defining characteristic is its use of relative motion between an antenna and its target region to provide distinctive long-term coherent-signal variations that are exploited to obtain finer spatial resolution than is possible with conventional...

 (SAR) imagery. The K distribution is formed by compounding
Compound probability distribution
In probability theory, a compound probability distribution is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution F with an unknown parameter θ that is distributed according to some other distribution G, and then...

 two separate probability distribution
Probability distribution
In probability theory, a probability mass, probability density, or probability distribution is a function that describes the probability of a random variable taking certain values....

s, one representing the radar cross-section, and the other representing speckle that is a characteristic of coherent imaging.

The model used to represent the observed intensity X, involves compounding two gamma distributions. In each case a reparameterisation of the usual form of the family of gamma distributions is used, such that the parameters are:
  • the mean of the distribution, and
  • the usual shape parameter.

Density

The model is that X has a gamma distribution with mean σ and shape parameter L, with σ being treated as a random variable
Random variable
In probability and statistics, a random variable or stochastic variable is, roughly speaking, a variable whose value results from a measurement on some type of random process. Formally, it is a function from a probability space, typically to the real numbers, which is measurable functionmeasurable...

 having another gamma distribution, this time with mean μ and shape parameter ν. The result is that X has the following density function (x > 0):


where K is a modified Bessel function of the second kind. In this derivation, the K-distribution is a compound probability distribution
Compound probability distribution
In probability theory, a compound probability distribution is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution F with an unknown parameter θ that is distributed according to some other distribution G, and then...

. It is also a product distribution
Product distribution
A product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions...

: it is the distribution of the product of two independent random variables, one having a gamma distribution with mean 1 and shape parameter L, the second having a gamma distribution with mean μ and shape parameter ν.

This distribution derives from a paper by Jakeman and Pusey (1978).

Moments

The mean and variance are given by

Sources


Further reading

  • Jakeman, E. (1980) "On the statistics of K-distributed noise", Journal of Physics A: Mathematics and General, 13, 31–48
  • Ward, K.D.; Tough, Robert J.A; Watts, Simon (2006) Sea Clutter: Scattering, the K Distribution and Radar Performance, Institution of Engineering and Technology. ISBN 0-86341-503-2
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