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
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