TY - JOUR
T1 - A systematic procedure for accurately approximating lognormal-sum distributions
AU - Zhang, Q. T.
AU - Song, S. H.
PY - 2008/1
Y1 - 2008/1
N2 - Lognormal approximation to a sum of lognormal variables has been widely adopted in wireless communications, and its justification is based on the intuition that after taking a logarithm, a lognormal sum can converge to a Gaussian variable. In this paper, we show how to fit a lognormal sum with the best candidate from a large family of distributions, including the lognormal, by resorting to a systematic procedure of model selection and parameter estimation. It is found that, over a general parameter setting, a much better approximation for the lognormal sums in the log scale is given by the Pearson type-IV distribution whose parameters can easily be determined through simple arithmetic operations. Numerical examples are presented for illustration. © 2008 IEEE.
AB - Lognormal approximation to a sum of lognormal variables has been widely adopted in wireless communications, and its justification is based on the intuition that after taking a logarithm, a lognormal sum can converge to a Gaussian variable. In this paper, we show how to fit a lognormal sum with the best candidate from a large family of distributions, including the lognormal, by resorting to a systematic procedure of model selection and parameter estimation. It is found that, over a general parameter setting, a much better approximation for the lognormal sums in the log scale is given by the Pearson type-IV distribution whose parameters can easily be determined through simple arithmetic operations. Numerical examples are presented for illustration. © 2008 IEEE.
KW - Approximation to lognormal sums
KW - Distribution selection
KW - Lognormal approximation
KW - Pearson system
KW - Pearson type IV model
UR - http://www.scopus.com/inward/record.url?scp=39549093378&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-39549093378&origin=recordpage
U2 - 10.1109/TVT.2007.905611
DO - 10.1109/TVT.2007.905611
M3 - RGC 21 - Publication in refereed journal
SN - 0018-9545
VL - 57
SP - 663
EP - 666
JO - IEEE Transactions on Vehicular Technology
JF - IEEE Transactions on Vehicular Technology
IS - 1
ER -