Lognormal Sum Approximation with a Variant of Type IV Pearson Distribution

Lognormal Sum Approximation with a Variant of Type IV Pearson Distribution
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DOI：
10.1109/lcomm.2008.080553
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发表时间：
2008-09
期刊：
IEEE Communications Letters
影响因子：
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通讯作者：
Shaohua Chen;H. Nie;Benjamin Ayers-Glassey
Shaohua Chen;H. Nie;Benjamin Ayers-Glassey
中科院分区：
其他
文献类型：
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作者：
Shaohua Chen;H. Nie;Benjamin Ayers-Glassey

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本文提出了一种IV型皮尔逊分布的变体来近似对数正态随机变量和的分布。数值和计算机模拟表明，与对数正态和分布的统计特征无关，IV型皮尔逊变型在整个概率范围内精确逼近对数正态和分布方面优于标准IV型皮尔逊分布和正态变型分布。
In this paper, a variant of the Type IV Pearson distribution is proposed to approximate the distribution of the sum of lognormal random variables. Numerical and computer simulations show that independent of the statistical characteristics of the lognormal sum distribution, the Type IV Pearson variant outperforms the standard Type IV Pearson distribution and the normal variant distribution in accurately approximating the lognormal sum distribution for a whole probability range.