๐”– Bobbio Scriptorium
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Estimation of typical sum of lognormal random variables using log shifted gamma approximation

โœ Scribed by Lam, C.-L.J.; Le-Ngoc, T.


Book ID
117886198
Publisher
IEEE
Year
2006
Tongue
English
Weight
135 KB
Volume
10
Category
Article
ISSN
1089-7798

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When it comes to modeling dependent random variables, not surprisingly, the multivariate normal distribution has received the most attention because of its many appealing properties. However, when it comes to practical implementation, the same family of distribution is often rejected for modeling fi