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Tail of the distribution of sums of log-normal variates

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1 Author(s)

It is shown that the asymptotic behavior of the tail of the sum distribution of a finite number of individually log-normal distributed variates displays the log-normal character of those variates with maximum logarithmic variance. A quantitative definition of the sum-distribution "tail" is established in terms of upper bounds on the relative error or deviation from the asymptotic log-normal property.

Published in:

Information Theory, IEEE Transactions on  (Volume:16 ,  Issue: 3 )

Date of Publication:

May 1970

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