GLOBECOM 2009 - 2009 IEEE Global Telecommunications Conference 2009
DOI: 10.1109/glocom.2009.5426029
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Fitting the Modified-Power-Lognormal to the Sum of Independent Lognormals Distribution

Abstract: Abstract-We propose a new method for calculating a tight approximation to the distribution of the sum of independent lognormal random variables. We make use of a three-parameter modified-power-lognormal distribution function as the approximating distribution. We use theoretical results from our previous work on the tails of the distribution of the sum of lognormals to match the slope of the modified-power-lognormal function at both tails. This would not have been possible with many of the recently-proposed dis… Show more

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Cited by 5 publications
(13 citation statements)
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“…3) The Distribution of I mW in (5): Third, we invoke the main results in [17][18], which indicate that the sum of multiple independent lognormal RVs can be well approximated by a power lognormal RV. Accordingly, in our case, since each I b , b ∈ {2, .…”
Section: A the Interference Analysismentioning
confidence: 78%
“…3) The Distribution of I mW in (5): Third, we invoke the main results in [17][18], which indicate that the sum of multiple independent lognormal RVs can be well approximated by a power lognormal RV. Accordingly, in our case, since each I b , b ∈ {2, .…”
Section: A the Interference Analysismentioning
confidence: 78%
“…. , B} is approximated by the Gaussian RV Q b , the sum of 10 1 10 Q b can be well approximated by a power lognormal RV [19]- [21] expressed aŝ I mW = 10 1 10 Q , where the PDF and CDF of Q can be respectively written as [19] …”
Section: Remarkmentioning
confidence: 99%
“…where the parameters λ, µ Q and σ Q are obtained from {µ Q b } and σ 2 Q b . The method to accomplish such task has been well addressed in [19]- [21]. In Appendix B, we provide an example to obtain λ, µ Q and σ Q based on [17], [20] and [21].…”
Section: Remarkmentioning
confidence: 99%
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“…The statistical analysis can also be found in Nelson and Doganaksoy (1995). Szyszkowicz and Yanikomeroglu (2009) and Liu et al (2008) proposed the use of power lognormal distributions to approximate lognormal sum distributions.…”
Section: Introductionmentioning
confidence: 99%