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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.
Item Metadata
Title |
A survey of the sum of lognormal distribution and some recent results
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Creator | |
Supervisor | |
Publisher |
University of British Columbia
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Date Issued |
2022
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Description |
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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Genre | |
Type | |
Language |
eng
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Date Available |
2022-11-01
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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DOI |
10.14288/1.0421709
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URI | |
Degree | |
Program | |
Affiliation | |
Degree Grantor |
University of British Columbia
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Graduation Date |
2022-11
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Campus | |
Scholarly Level |
Graduate
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Rights URI | |
Aggregated Source Repository |
DSpace
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Rights
Attribution-NonCommercial-NoDerivatives 4.0 International