21 search results - page 1 / 5 » On the Tails of the Distribution of the Sum of Lognormals |
ICC
2007
IEEE
13 years 12 months ago
2007
IEEE
—Finding the distribution of the sum of lognormal We assume in this paper that the terms Yi are independent. The random variables is an important mathematical problem in probabil...
WSC
2008
13 years 8 months ago
2008
Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
GLOBECOM
2009
IEEE
13 years 9 months ago
2009
IEEE
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
TCOM
2008
13 years 5 months ago
2008
The cumulative distribution function (cdf) of a sum of correlated or even independent lognormal random variables (RVs), which is of wide interest in wireless communications, remain...
VTC
2008
IEEE
13 years 12 months ago
2008
IEEE
Abstract— In [1], we have recently proposed a general approach for approximating the power sum of Log–Normal Random Variables (RVs) by using the Pearson system of distributions...