A survey of the sum of lognormal distribution and some recent results
department or school: Applied Science, Faculty of
department or school: Engineering, School of (Okanagan)
data provider: DSpace
degree campus: UBCO
creator: Zhang, Xin
issued: 2022-11-01T21:57:14Z
issued: 2022
related degree: Master of Applied Science - MASc
degree grantor: University of British Columbia
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.
aggregated CHO: https://circle.library.ubc.ca/rest/handle/2429/83102
note: A Survey of the Sum of LognormalDistribution and Some Recent ResultsbyXin ZhangB.Eng., Tianjin University of Technology, P. R. China, 2006M.Sc., Xidian University, P. R. China, 2009A THESIS SUBMITTED IN PARTIAL FULFILLMENT OFTHE REQUIREMENTS FOR THE DEGREE OFMASTER OF APPLIED SCIENCEinTHE COLLEGE OF GRADUATE STUDIES(Electrical Engineering)THE UNIVERSITY OF BRITISH COLUMBIA(Okanagan)October 2022© Xin Zhang, 2022The following individuals certify that they have read, and recommendto the College of Graduate Studies for acceptance, a thesis entitled:A Survey of the Sum of Lognormal Distribution and SomeRecent Resultssubmitted by Xin Zhang in partial fulfilment of the requirements of thedegree of Master of Applied ScienceJulian Cheng, School of EngineeringSupervisorChen Feng, School of EngineeringSupervisory Committee MemberJahangir Hossain, School of EngineeringSupervisory Committee MemberYang Cao, School of EngineeringUniversity ExamineriiAbstractThe sum of the lognormal distributions is widely used for performanceanalysis in various areas, including wireless communications, free-space op-tical communications, finance, etc. However, the lognormal sum probabilitydistribution function does not have a closed-form expression. In this thesis,we comprehensively survey various approximating methods of the lognor-mal sum and investigate some related practical applications. Based on thesurvey, we derive a new approximation model using the Marcum Q-functionhaving higher accuracy than the existing approximation approach.iiiLay SummaryIn wireless communications, propagating electromagnetic waves are sub-ject to attenuation and fading when the waves pass through obstacles. Phys-ical reasoning can be used to derive the statistics of the signal attenuationas a lognormal distribution. This thesis proposes a method to approximatethe lognormal sum more accurately.ivPrefaceAll the work in this thesis was finished under the supervision of Prof.Julian Cheng. I was responsible for the survey…
has type: Thesis/Dissertation
date issued: 2022-11
is shown at: 10.14288/1.0421709
language: eng
degree discipline: Electrical Engineering
provider: Vancouver : University of British Columbia Library
publisher: University of British Columbia
rights: Attribution-NonCommercial-NoDerivatives 4.0 International
rights URI: http://creativecommons.org/licenses/by-nc-nd/4.0/
scholar level: Graduate
contributor: Cheng, Julian
type: Text
identifier URI: http://hdl.handle.net/2429/83102