Approximation of the lognormal distribution as a solution to the sum of lognormal variates

Author:

Kuan Wei Toh1,Muda Nora1,Mohd Yunus Asyraf Nadia1,Othman Abdul Rahman2,Aïssa Sonia3,Ahad Nor Aishah4

Affiliation:

1. Department of Mathematical Sciences, Faculty of Science and Technology, Universiti Kebangsaan Malaysia, Bangi, Selangor, Malaysia

2. School of Distance Learning, Universiti Sains Malaysia, Pulau Pinang, Malaysia

3. Institut National de la Recherche Scientifique, Énergie Matériaux Télécommunications Research Centre, Montréal, Québec, Canada

4. School of Quantitative Sciences, College of Arts and Sciences, Universiti Utara Malaysia, Sintok Kedah, Malaysia

Publisher

Informa UK Limited

Reference27 articles.

1. An Optimal Lognormal Approximation to Lognormal Sum Distributions

2. Statistical tests of the lognormal distribution as a basis for interest rate changes;Becker D. N.;Transactions of Society of Actuaries,1991

3. Blishke, W. R., and D. N. P. Murthy. 2000. Reliability modeling, prediction and optimization. New York: Wiley Interscience Publications.

4. Discriminating between Weibull and Log-Normal distributions based on Kullback-Leibler divergence;Bromideh A.-A.;Istanbul University Econometrics and Statistics e-Journal,2012

5. Cardieri, P., and T. S. Rappaport. 2000. Statistics of the sum of lognormal variables in wireless communications. Vehicular Technology Conference Proceedings 2000, VTC 2000-Spring Tokyo. 1823–7. Vol.3.

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