4.6 Article

Highly accurate simple closed-form approximations to lognormal sum distributions and densities

Journal

IEEE COMMUNICATIONS LETTERS
Volume 8, Issue 12, Pages 709-711

Publisher

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/LCOMM.2004.837657

Keywords

lognormal sums; probability distributions.

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Sums of lognormal random variables occur extensively in wireless communications, in part, because a shadowing environment is well modeled by a lognormal distribution. A closed-form expression. does not exist for the sum distribution and, furthermore, it is difficult-to numerically calculate the distribution. Numerous approximations exist that are based on approximating a sum of lognormal random variables as another lognormal random variable. A new paradigm to calculate an approximation to the lognormal sum distribution, based on curve fitting on lognormal probability paper, is introduced in this letter. Highly accurate, simple closed-form approximations to lognormal sum distributions are presented.

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