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首页> 外文期刊>International Journal of Computer Networks & Communications >On The Approximation Of The Sum Of Lognormals By A Log Skew Normal Distribution
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On The Approximation Of The Sum Of Lognormals By A Log Skew Normal Distribution

机译:用对数偏态正态分布逼近对数正态和

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Several methods have been proposed to approximate the sum of lognormal RVs. However the accuracy of each method relies highly on the region of the resulting distribution being examined, and the individual lognormal parameters, i.e., mean and variance. There is no such method which can provide the needed accuracy for all cases. This paper propose a universal yet very simple approximation method for the sum of Lognormals based on log skew normal approximation. The main contribution on this work is to propose an analytical method for log skew normal parameters estimation. The proposed method provides highly accurate approximation to the sum of lognormal distributions over the whole range of dB spreads for any correlation coefficient. Simulation results show that our method outperforms all previously proposed methods and provides an accuracy within 0.01 dB for all cases.
机译:已经提出了几种方法来近似对数正态RV的总和。但是,每种方法的准确性高度取决于所检查的结果分布的区域以及各个对数正态参数,即均值和方差。没有这样的方法可以为所有情况提供所需的准确性。本文提出了一种基于对数偏态正态逼近的对数正态和的通用且非常简单的逼近方法。这项工作的主要贡献是提出了一种用于对数偏斜法线参数估计的分析方法。对于任何相关系数,所提出的方法都可以在整个dB扩展范围内提供对数正态分布之和的高精度近似。仿真结果表明,我们的方法优于所有先前提出的方法,并且在所有情况下均提供0.01 dB以内的精度。

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