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2008•IEEE Communications LettersOpen access

Lognormal Sum Approximation with a Variant of Type IV Pearson Distribution

Shaohua Chen, Hong Nie, B. Ayers-Glassey

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Abstract

In this paper, a variant of the Type IV Pearson distribution is proposed to approximate the distribution of the sum of lognormal random variables. Numerical and computer simulations show that independent of the statistical characteristics of the lognormal sum distribution, the Type IV Pearson variant outperforms the standard Type IV Pearson distribution and the normal variant distribution in accurately approximating the lognormal sum distribution for a whole probability range.

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What this paper is about

In this paper, a variant of the Type IV Pearson distribution is proposed to approximate the distribution of the sum of lognormal random variables. Numerical and computer simulations show that independent of the statistical characteristics of the lognormal sum distribution, the Type IV Pearson variant outperforms the standard Type IV Pearson distribution and the normal variant distribution in accurately approximating the lognormal sum distribution for a whole probability range.

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OpenAlex reports 29 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

In this paper, a variant of the Type IV Pearson distribution is proposed to approximate the distribution of the sum of lognormal random variables. Numerical and computer simulations show that independent of the statistical characteristics of the lognormal sum distribution, the Type IV Pearson variant outperforms the standard Type IV Pearson distribution and the normal variant distribution in accurately approximating the lognormal sum distribution for a whole probability range.

Key concepts: Log-normal distribution, Mathematics, Heavy-tailed distribution, Pearson product-moment correlation coefficient, Distribution (mathematics), Random variable, Ratio distribution, Statistics

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