Title :
Simple α-μ approximation to lognormal sums
Author :
Bing Wang ; Guolong Cui ; Lingjiang Kong ; Wei Yi
Author_Institution :
Sch. of Electron. Eng., Univ. of Electron. Sci. & Technol. of China, Chengdu, China
Abstract :
In this paper, we adopt the α-μ distribution to approximate the statistic distribution of the sum of independent and possibly non-identically distributed lognormal variables, and obtain the shape and scale parameters using both the moment matching method and Non-linear Least Square Method. Finally, we evaluate the performance via numerical simulations, the results illustrate that the α-μ approximation fits well the sum of the lognormal variables.
Keywords :
least mean squares methods; log normal distribution; random processes; α-μ distribution; lognormal sums; moment matching method; nonidentical distributed lognormal variable; nonlinear least square method; numerical simulations; scale parameters; shape parameters; simple α-μ approximation; statistic distribution; Equations; Least squares approximations; Monte Carlo methods; Radar cross-sections; Random variables;
Conference_Titel :
Radar Conference, 2014 IEEE
Conference_Location :
Cincinnati, OH
Print_ISBN :
978-1-4799-2034-1
DOI :
10.1109/RADAR.2014.6875632
