Title :
Calculating the mean and variance of power sums with two log-normal components
Author_Institution :
Dept. of Electr. Eng., Nat. Central Univ., Chung-Li, Taiwan
fDate :
11/1/1995 12:00:00 AM
Abstract :
An efficient method for accurately calculating the mean and variance of power sums with two log-normal components is presented. It involves numerical quadrature with integrands consisting of Gaussian probability density functions. Only the technique of transformation and the trapezoidal rule are used in the evaluation. The whole computational work and roundoff error are much lower than the one by Schwartz and Yeh (1982). Because of its high efficiency, no least-squares fit is necessary
Keywords :
Gaussian distribution; Monte Carlo methods; higher order statistics; log normal distribution; numerical analysis; radiowave propagation; Gaussian probability density function; Monte Carlo method; Wilkinson approximation; cumulant matching approximation; integrands; log-normal components; mean; mobile cellular systems; multihop scatter systems; numerical quadrature; power sums; roundoff error; transformation; trapezoidal rule; variance; Computer errors; Distribution functions; Helium; Monte Carlo methods; Probability density function; Probability distribution; Random variables; Roundoff errors; Scattering; Statistics;
Journal_Title :
Vehicular Technology, IEEE Transactions on
