Faculty Publications
Lognormal Sum Approximation With Type Iv Pearson Distribution
Document Type
Article
Keywords
Kurtosis, Skewness, Sum of lognormal random variables, Type IV Pearson distribution
Journal/Book/Conference Title
IEEE Communications Letters
Volume
11
Issue
10
First Page
790
Last Page
792
Abstract
In this paper, the Type IV Pearson distribution is proposed to approximate the distribution of the sum of lognormal random variables, and the parameters of the Type IV Pearson distribution are derived through matching the mean, variance, skewness and kurtosis of the two distributions. Numerical simulations show that the Type IV Pearson distribution can accurately approximate distribution of the sum of lognormal random variables in a wide probability range. © 2007 IEEE.
Department
Department of Industrial Technology
Original Publication Date
10-1-2007
DOI of published version
10.1109/LCOMM.2007.070842
Recommended Citation
Nie, Hong and Chen, Shaohua, "Lognormal Sum Approximation With Type Iv Pearson Distribution" (2007). Faculty Publications. 2553.
https://scholarworks.uni.edu/facpub/2553