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On Sums of Lognormal Random Variables
Author(s) -
Barouch E.,
Kaufman G. M.,
Glasser M. L.
Publication year - 1986
Publication title -
studies in applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.164
H-Index - 46
eISSN - 1467-9590
pISSN - 0022-2526
DOI - 10.1002/sapm198675137
Subject(s) - log normal distribution , mathematics , random variable , probability density function , statistics , distribution (mathematics) , statistical physics , mathematical analysis , physics
Approximations to the characteristic function of the lognormal distribution are computed and used to calculate approximations to the density of sums of lognormal random variables.