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Moments of the sum of correlated log-normal random variables

机译:对数正态相关随机变量之和的矩

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The paper presents a comparison of Fenton's (1960) and Schwartz and Yeh's (1982) methods concerning their capability of predicting the mean and the variance of the sum of a finite number of correlated log-normal random variables. The predictions by the two methods differ more with decreased correlation between the log-normal components, with increasing number of components and increasing component variance. Schwartz and Yeh's method seems to provide more realistic predictions for the mean and the standard deviation of the power sum by showing a closer agreement with the results of an exact formulation for the outage probability in mobile radio systems.
机译:本文比较了Fenton(1960)和Schwartz and Yeh(1982)方法在预测有限数量相关对数正态随机变量总和的均值和方差方面的能力。两种方法的预测差异更大,对数正态分量之间的相关性降低,分量数量增加且分量方差增大。 Schwartz和Yeh的方法似乎通过与移动无线电系统中发生中断概率的精确公式化结果更接近一致,从而为功率和的均值和标准偏差提供了更现实的预测。

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