• DocumentCode
    1163968
  • Title

    Simple accurate lognormal approximation to lognormal sums

  • Author

    Filho, J. C S Santos ; Cardieri, P. ; Yacoub, M.D.

  • Author_Institution
    Dept. of Commun., Univ. of Campinas, Brazil
  • Volume
    41
  • Issue
    18
  • fYear
    2005
  • Firstpage
    1016
  • Lastpage
    1017
  • Abstract
    A simple accurate lognormal approximation to the sum of independent non-identical lognormal variates is derived by matching the first two moments of the inverse exact sum with those of the inverse lognormal approximation. Sample examples are given to illustrate the excellent agreement between exact and approximate sum statistics.
  • Keywords
    log normal distribution; approximate sum statistics; exact sum statistics; inverse exact sum; inverse lognormal approximation; lognormal sums; nonidentical lognormal variates;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:20052207
  • Filename
    1507070