{"title":"Simple α-μ approximation to lognormal sums","authors":"Bing Wang, G. Cui, L. Kong, Wei Yi","doi":"10.1109/RADAR.2014.6875632","DOIUrl":null,"url":null,"abstract":"In this paper, we adopt the α-μ distribution to approximate the statistic distribution of the sum of independent and possibly non-identically distributed lognormal variables, and obtain the shape and scale parameters using both the moment matching method and Non-linear Least Square Method. Finally, we evaluate the performance via numerical simulations, the results illustrate that the α-μ approximation fits well the sum of the lognormal variables.","PeriodicalId":127690,"journal":{"name":"2014 IEEE Radar Conference","volume":"192 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2014 IEEE Radar Conference","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/RADAR.2014.6875632","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
In this paper, we adopt the α-μ distribution to approximate the statistic distribution of the sum of independent and possibly non-identically distributed lognormal variables, and obtain the shape and scale parameters using both the moment matching method and Non-linear Least Square Method. Finally, we evaluate the performance via numerical simulations, the results illustrate that the α-μ approximation fits well the sum of the lognormal variables.
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