Estimating the distribution of a sum of independent lognormal random variables

被引：233

作者：

Beaulieu, NC ^{[1
]}

AbuDayya, AA ^{[1
]}

McLane, PJ ^{[1
]}

机构：

[1] BELL NO RES LTD,OTTAWA,ON K1Y 4H7,CANADA

来源：

IEEE TRANSACTIONS ON COMMUNICATIONS | 1995年 / 43卷 / 12期

基金：

加拿大自然科学与工程研究理事会;

关键词：

D O I：

10.1109/26.477480

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

Four methods that can be used to approximate the distribution function (DF) of a sum of independent lognormal random variables (RV's) are compared. The aim is to determine the best method to compute the DF considering both accuracy and computational effort. The investigation focuses on values of the dB spread, sigma, valid for practical problems in wireless transmission (6 dB less than or equal to sigma less than or equal to 12 dB). Contrary to some previous reports, our results show that the simpler Wilkinson's approach gives a more accurate estimate, in some cases of interest, than Schwartz and Yeh's approach.

引用

页码：2869 / 2873

页数：5