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New Quadrature-Based Approximations for the Characteristic Function and the Distribution Function of Sums of Lognormal Random Variables

✍ Scribed by Mahmoud, A.S.H.

Book ID: 114673268
Publisher: IEEE
Year: 2010
Tongue: English
Weight: 756 KB
Volume: 59
Category: Article
ISSN: 0018-9545
DOI: 10.1109/tvt.2010.2051467

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## I. fntFoduction Let {X,,, n 2 1) be a sequence of independent random variables, P, and f, the distribution function and the characteristic fundion of the X,, respectively. Let us put SN = 2 X,, where N is a pasitive integer-valued random variable independent of X,, ?t 2 1. Furthermore, let { P,