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Simple accurate lognormal approximation to lognormal sums

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3 Author(s)
J. C. S. S. Filho ; Dept. of Commun., Univ. of Campinas, Brazil ; P. Cardieri ; M. D. Yacoub

A simple accurate lognormal approximation to the sum of independent non-identical lognormal variates is derived by matching the first two moments of the inverse exact sum with those of the inverse lognormal approximation. Sample examples are given to illustrate the excellent agreement between exact and approximate sum statistics.

Published in:

Electronics Letters  (Volume:41 ,  Issue: 18 )