Estimating the Distribution of a Sum of Independent Lognormal Random Variables

Norman C. Beaulieu; Adnan A. Abu-Dayya; Peter J. McLane

doi:10.1109/26.477480

Estimating the Distribution of a Sum of Independent Lognormal Random Variables

Norman C. Beaulieu
, Adnan A. Abu-Dayya
, Peter J. McLane

Research output: Contribution to journal › Article › peer-review

262 Citations (Scopus)

Abstract

Four methods that can be used to approximate the distribution function (DF) of a sum of independent lognormal random variables (RV's) are compared. The aim is to determine the best method to compute the DF considering both accuracy and computational effort. The investigation focuses on values of the dB spread, σ, valid for practical problems in wireless transmission (6 dB ≤ σ ≤ 12 dB). Contrary to some previous reports, our results show that the simpler Wilkinson's approach gives a more accurate estimate, in some cases of interest, than Schwartz and Yeh's approach.

Original language	English
Pages (from-to)	2869-2873
Number of pages	5
Journal	IEEE Transactions on Communications
Volume	43
Issue number	12
DOIs	https://doi.org/10.1109/26.477480
Publication status	Published - 31 Dec 1995
Externally published	Yes

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Cite this

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Estimating the Distribution of a Sum of Independent Lognormal Random Variables

Abstract

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