• DocumentCode
    3137989
  • 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.
  • fYear
    2006
  • fDate
    38838
  • Firstpage
    916
  • Lastpage
    919
  • 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);
  • fLanguage
    English
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/CCECE.2006.277813
  • Filename
    4054742