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A survey of the sum of lognormal distribution and some recent results Zhang, Xin

Abstract

The sum of the lognormal distributions is widely used for performance analysis in various areas, including wireless communications, free-space optical communications, finance, etc. However, the lognormal sum probability distribution function does not have a closed-form expression. In this thesis, we comprehensively survey various approximating methods of the lognormal sum and investigate some related practical applications. Based on the survey, we derive a new approximation model using the Marcum Q-function having higher accuracy than the existing approximation approach.

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Attribution-NonCommercial-NoDerivatives 4.0 International