• 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