NDLI: Minimax approximation to lognormal sum distributions

Content Provider	IEEE Xplore Digital Library
Author	Beaulieu, N.C. Qiong Xie
Copyright Year	2003
Description	Author affiliation: Dept. of Electr. & Comput. Eng., Alberta Univ., Edmonton, Alta., Canada (Beaulieu, N.C.; Qiong Xie)
Abstract	Sums of lognormal random variables occur in many problems in wireless communications because signal shadowing is well modelled by the lognormal distribution. The lognormal sum distribution is not known in closed-form and is difficult to compute numerically. Several approximations to the distribution have been proposed and employed in applications. Some widely used approximations are based on the assumption that a lognormal sum is well approximated by a lognormal random variable. Here, a new paradigm for approximating lognormal sum distributions is presented. A linearizing transform is used with a linear minimax approximation to determine an optimal lognormal approximation to a lognormal sum distribution. The accuracies of the new method are quantitatively compared to the accuracies of some well-known approximations. In some practical cases, the normal lognormal approximation is several orders of magnitude more accurate than previous approximations. Efficient numerical computation of the lognormal characteristic function is considered.
Starting Page	1061
Ending Page	1065
File Size	368823
Page Count	5
File Format	PDF
ISBN	0780377575
ISSN	10903038
DOI	10.1109/VETECS.2003.1207789
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2003-04-22
Publisher Place	South Korea
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Minimax techniques Random variables Wireless communication Shadow mapping Probability distribution Distributed computing Linear approximation Mobile communication Interchannel interference Mobile computing
Content Type	Text
Resource Type	Article

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