𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Effect of normal standard errors on lognormal distributions

✍ Scribed by Dennis L. Savoie


Book ID
113123259
Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
683 KB
Volume
22
Category
Article
ISSN
0004-6981

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


An error bound for moment matching metho
✍ Berggren, Fredrik πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 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