Title :
Tail of the distribution of sums of log-normal variates
Author :
Janos, William A.
fDate :
5/1/1970 12:00:00 AM
Abstract :
It is shown that the asymptotic behavior of the tail of the sum distribution of a finite number of individually log-normal distributed variates displays the log-normal character of those variates with maximum logarithmic variance. A quantitative definition of the sum-distribution "tail" is established in terms of upper bounds on the relative error or deviation from the asymptotic log-normal property.
Keywords :
Log-normal distributions; Displays; Fluctuations; Frequency; Log-normal distribution; Optical propagation; Probability distribution; Random variables; Refractive index; Statistical distributions; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1970.1054458