Cart (Loading....) | Create Account
Close category search window
 

Log-Shifted Gamma Approximation to Lognormal Sum Distributions

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Lam, C.L.J. ; McGill Univ., Montreal ; LE-NGOC, THO

This paper proposes the log-shifted gamma (LSG) approximation to model the sum of M lognormally distributed random variables (RVs). The closed-form probability density function of the resulting LSG RV is presented, and its parameters are directly derived from those of the M individual lognormal RVs by using an iterative moment-matching technique without the need for curve fitting of computer-generated distributions. Simulation and analytical results on the cumulative distribution function (cdf) of the sum of M lognormal RVs in different conditions indicate that the proposed LSG approximation can provide better accuracy than other lognormal approximations over a wide cdf range, especially for large M and/or standard deviation.

Published in:

Vehicular Technology, IEEE Transactions on  (Volume:56 ,  Issue: 4 )

Date of Publication:

July 2007

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.