DocumentCode
887208
Title
Estimation of typical sum of lognormal random variables using log shifted gamma approximation
Author
Lam, C. -L Joshua ; LE-NGOC, THO
Author_Institution
Dept. of ECE, McGill Univ., Montreal, Que., Canada
Volume
10
Issue
4
fYear
2006
fDate
4/1/2006 12:00:00 AM
Firstpage
234
Lastpage
235
Abstract
The sum of lognormal distributions is a well-known problem that no closed-form expression exists and it is difficult to evaluate numerically. In this paper, log shifted gamma (LSG) approximation method is proposed to represent the sum of lognormal distributions and to derive a closed-form expression of the typical value of the sum. Illustrative results show that the LSG model provides much more accurate approximation than other previous methods for a wide range of lognormal variances.
Keywords
approximation theory; cellular radio; gamma distribution; log normal distribution; random processes; LSG method; log shifted gamma approximation; lognormal random variable distribution; lognormal variance; typical sum estimation; Approximation methods; Biological system modeling; Closed-form solution; Current; Distributed computing; Finance; Fluctuations; Physics; Random variables; Statistical distributions;
fLanguage
English
Journal_Title
Communications Letters, IEEE
Publisher
ieee
ISSN
1089-7798
Type
jour
DOI
10.1109/LCOMM.2006.1613731
Filename
1613731
Link To Document