New Quadrature-Based Approximations for the Characteristic Function and the Distribution Function of Sums of Lognormal Random Variables

@article{Mahmoud2010NewQA,
  title={New Quadrature-Based Approximations for the Characteristic Function and the Distribution Function of Sums of Lognormal Random Variables},
  author={Ashraf S. Hasan Mahmoud},
  journal={IEEE Transactions on Vehicular Technology},
  year={2010},
  volume={59},
  pages={3364-3372}
}
Characterizing the distribution of the sum of lognormal random variables (RVs) is still an open issue. This paper proposes simple and new quadrature-based approximations of the characteristic function (CF) and the cumulative distribution function (cdf) of the sum of independent and correlated lognormal RVs. Exploiting the recent Hermite-Gauss quadrature-based approximation, which is provided for the CF of a single lognormal RV, this paper proposes expressions that are given in terms of… CONTINUE READING

Citations

Publications citing this paper.
Showing 1-9 of 9 extracted citations

An alternate method for calculating average probability of error in log-normal channel for UWB

2013 National Conference on Communications (NCC) • 2013
View 10 Excerpts
Highly Influenced

CF based performance analysis of chirp-UWB system over multipath channels

16th International Conference on Advanced Communication Technology • 2014
View 1 Excerpt

References

Publications referenced by this paper.
Showing 1-10 of 20 references

On the distribution function and moments of power sums with log-normal components

The Bell System Technical Journal • 1982
View 12 Excerpts
Highly Influenced

Approximating a Sum of Random Variables with a Lognormal

IEEE Transactions on Wireless Communications • 2007
View 7 Excerpts
Highly Influenced

A New Formula for Lognormal Characteristic Functions

IEEE Transactions on Vehicular Technology • 2006
View 6 Excerpts
Highly Influenced

An optimal lognormal approximation to lognormal sum distributions

IEEE Transactions on Vehicular Technology • 2004
View 7 Excerpts
Highly Influenced

The sum of log-normal probability distributions in scatter transmission systems

L. F. Fenton
IRE Trans., vol. CS-8, no. 1, pp. 57–67, Mar. 1960. • 1960
View 4 Excerpts
Highly Influenced

Approximating Lognormal Sum Distributions With Power Lognormal Distributions

IEEE Transactions on Vehicular Technology • 2008
View 5 Excerpts
Highly Influenced

Similar Papers

Loading similar papers…