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Highly Accurate Log Skew Normal Approximation to the Sum of Correlated Lognormals

机译:高精度对数偏斜正态近似到相关对数正态和

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Several methods have been proposed to approximate the sum of correlated lognormal RVs.However the accuracy of each method relies highly on the region of the resulting distributionbeing examined, and the individual lognormal parameters, i.e., mean and variance. There is nosuch method which can provide the needed accuracy for all cases. This paper propose auniversal yet very simple approximation method for the sum of correlated lognormals based onlog skew normal approximation. The main contribution on this work is to propose an analyticalmethod for log skew normal parameters estimation. The proposed method provides highlyaccurate approximation to the sum of correlated lognormal distributions over the whole rangeof dB spreads for any correlation coefficient. Simulation results show that our methodoutperforms all previously proposed methods and provides an accuracy within 0.01 dB for allcases.
机译:已经提出了几种方法来近似相关对数正态RV的总和,但是每种方法的准确性高度依赖于所检查的结果分布区域以及各个对数正态参数(均值和方差)。没有这样的方法可以为所有情况提供所需的准确性。本文提出了一种基于对数偏态正态近似的通用但非常简单的相关对数正态和的逼近方法。这项工作的主要贡献是提出了一种用于对数偏斜法线参数估计的分析方法。对于任何相关系数,所提出的方法都可以为整个dB扩展范围内的相关对数正态分布之和提供高度精确的近似值。仿真结果表明,我们的方法优于所有先前提出的方法,并且在所有情况下均提供0.01 dB以内的精度。

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