Excerpt from On Sums of Lognormal Random VariablesHere we compute approximations to the density of a sum of N mutualiy independent and identically distributed lognormal rvs. As is weli known, the density of a sum of independent, iqentically distributed rvs is given by the inverse Fourier (or laplace) transform of the Nth power hf the charaeteristic function, so we begin by
Read Online On Sums of Lognormal Random Variables (Classic Reprint) - Eytan Barouch | PDF
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The present paper studies the the power sum of normally distributed random variables.
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In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed.
In this paper we examine the sum of independent lognormal random variables with arbitrary parameters.
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The result is that a sum of lognormals is distributed as a sum of products of lognormal distributions.
The problem of finding the distribution of sums of lognormally distributed random variables is discussed.
The lognormal distribution has been fitted successfully to empirical reaction according to the central limit theorem, the sum on the right side of (7) converges.
May 18, 2010 cumulative distribution function (cdf) of a sum of independent lognormal random variables (rvs) remain elusive.
Feb 22, 2016 goal: recover the pdf of the sum of n lognormally distributed random variables.
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