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Author Szyszkowicz, Sebastian S. ♦ Yanikomeroglu, Halim
Source CiteSeerX
Content type Text
File Format PDF
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Independent Lognormals Distribution ♦ Modified Power Lognormal ♦ Closed Form ♦ Distribution Function ♦ New Method ♦ Independent Lognormal Random Variable ♦ Modified Power Lognormal Function ♦ Power Lognormal Distribution Function ♦ Interference Analysis ♦ Accurate Method ♦ Theoretical Result ♦ Numerical Integration ♦ Tight Approximation ♦ Index Term Sum ♦ Previous Work ♦ Moment Matching ♦ Curve Match
Abstract Abstract—We propose a new method for calculating a tight approximation to the distribution of the sum of independent lognormal random variables. We make use of a three–parameter modified–power–lognormal distribution function as the approximating distribution. We use theoretical results from our previous work on the tails of the distribution of the sum of lognormals to match the slope of the modified–power–lognormal function at both tails. This would not have been possible with many of the recently–proposed distribution functions, which do not behave properly in the tails. We then also use moment–matching to find the best curve match. Our method is mostly closed–form, requiring only one simple numerical integral. We compare our method with those in literature in terms of complexity and accuracy. We conclude that our method is more accurate than the simple (closed–form) methods, and much simpler to understand and implement than the more accurate methods which rely heavily on numerical integration. Index Terms—sum of lognormals, interference analysis I.
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study