Efficient Computation of Distribution Function for Sum of Large Number of Lognormal Random Variables

著录项

• 来源
  《Arabian Journal for Science and Engineering》 |2014年第5期|3953-3961|共9页
• 作者

  Ashraf S. Hasan Mahmoud; Abdallah Hasan Rashed;

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• 作者单位

  1.Department of Computer Engineering King Fahd University of Petroleum and Minerals Dhahran Saudi Arabia;

  1.Department of Computer Engineering King Fahd University of Petroleum and Minerals Dhahran Saudi Arabia;

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• 收录信息 美国《科学引文索引》(SCI);
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  Lognormal sum distributions; Quadrature rules; Characteristic function; Approximation methods;

  机译：对数正态分布;正交规则;特征函数;逼近方法;