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Distribution of the sum of equiprobably distributed measurement errors

โœ Scribed by S. B. Baron


Publisher
Springer US
Year
1985
Tongue
English
Weight
177 KB
Volume
28
Category
Article
ISSN
0543-1972

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โœ Berggren, Fredrik ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 98 KB

To evaluate the distribution function of a sum of lognormal random variables it is common to use approximation methods based on moment matching. These include the classical and simple Fenton-Wilkinson (FW) method, which approximates the sum with a single lognormal variable, having the first two mome