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
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