Title :
A Strict Approach to Approximating Lognormal Sum Distributions
Author :
Zhao, Lian ; Ding, Jiu
Author_Institution :
Dept. of Electr. & Comput. Eng., Ryerson Univ., Toronto, Ont.
Abstract :
In this paper, the least squares (LS) approximation approach is applied to solve the approximation problem of a sum of lognormal random variables (RV). The least squares curve fitting technique is first used to obtain the approximated closed-form pdf of the sum RV. The second time use of the least squares curve fitting technique brings the explicit closed-form expressions of the coefficients as a function of the number of the summands and the dB spread of the summands. Simulation results show that the proposed approximation exhibits a good match with the simulation results in the interested range of the distributions of the summands. Furthermore, errors due to a mixed use of the sum RV in the domain of the original variable and the domain of the logarithm are pointed out and the corrected results are presented
Keywords :
curve fitting; least squares approximations; log normal distribution; closed-form expressions; least squares approximation; least squares curve fitting technique; lognormal random variables; lognormal sum distributions; probability density function; Closed-form solution; Curve fitting; Density functional theory; Distribution functions; Error correction; Gaussian distribution; Least squares approximation; Least squares methods; Mathematics; Random variables; CDF (cumulative distribution function); Log-normal; Sum of Log-normal; pdf (probability density function);
Conference_Titel :
Electrical and Computer Engineering, 2006. CCECE '06. Canadian Conference on
Conference_Location :
Ottawa, Ont.
Print_ISBN :
1-4244-0038-4
Electronic_ISBN :
1-4244-0038-4
DOI :
10.1109/CCECE.2006.277813
