DocumentCode
913880
Title
Tail of the distribution of sums of log-normal variates
Author
Janos, William A.
Volume
16
Issue
3
fYear
1970
fDate
5/1/1970 12:00:00 AM
Firstpage
299
Lastpage
302
Abstract
It is shown that the asymptotic behavior of the tail of the sum distribution of a finite number of individually log-normal distributed variates displays the log-normal character of those variates with maximum logarithmic variance. A quantitative definition of the sum-distribution "tail" is established in terms of upper bounds on the relative error or deviation from the asymptotic log-normal property.
Keywords
Log-normal distributions; Displays; Fluctuations; Frequency; Log-normal distribution; Optical propagation; Probability distribution; Random variables; Refractive index; Statistical distributions; Upper bound;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1970.1054458
Filename
1054458
Link To Document