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
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;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:20052207
