Calculating the mean and variance of power sums with two log-normal components

Author

Ho, Chia-Lu

Author_Institution

Dept. of Electr. Eng., Nat. Central Univ., Chung-Li, Taiwan

Volume

44

Issue

4

fYear

1995

fDate

11/1/1995 12:00:00 AM

Firstpage

756

Lastpage

762

Abstract

An efficient method for accurately calculating the mean and variance of power sums with two log-normal components is presented. It involves numerical quadrature with integrands consisting of Gaussian probability density functions. Only the technique of transformation and the trapezoidal rule are used in the evaluation. The whole computational work and roundoff error are much lower than the one by Schwartz and Yeh (1982). Because of its high efficiency, no least-squares fit is necessary

Keywords

Gaussian distribution; Monte Carlo methods; higher order statistics; log normal distribution; numerical analysis; radiowave propagation; Gaussian probability density function; Monte Carlo method; Wilkinson approximation; cumulant matching approximation; integrands; log-normal components; mean; mobile cellular systems; multihop scatter systems; numerical quadrature; power sums; roundoff error; transformation; trapezoidal rule; variance; Computer errors; Distribution functions; Helium; Monte Carlo methods; Probability density function; Probability distribution; Random variables; Roundoff errors; Scattering; Statistics;

fLanguage

English

Journal_Title

Vehicular Technology, IEEE Transactions on

Publisher

ieee

ISSN

0018-9545

Type

jour

DOI

10.1109/25.467959

Filename

467959