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

@article{Schwartz1982OnTD,
  title={On the distribution function and moments of power sums with log-normal components},
  author={S. C. Schwartz and Y.-J. Yeh},
  journal={The Bell System Technical Journal},
  year={1982},
  volume={61},
  pages={1441-1462}
}

• S. C. Schwartz, Y.-J. Yeh
• Published 1982 in The Bell System Technical Journal

An approximate technique is presented for the evaluation of the mean and variance of the power sums with log-normal components. Exact expressions for the moments with two components are developed and then used in a nested fashion to obtain the moments of the desired sum. The results indicate more accurate estimates of these quantities over a wider range of individual component variances than any previously reported procedure. Coupling our estimates with the Gaussian assumption for the power sum… CONTINUE READING

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