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An error bound for moment matching methods of lognormal sum distributions
KTH, School of Information and Communication Technology (ICT), Communication Systems, CoS.
2005 (English)In: European transactions on telecommunications, ISSN 1124-318X, E-ISSN 1541-8251, Vol. 6, no 6, 573-577 p.Article in journal (Refereed) Published
Abstract [en]

To evaluate the distribution function of a sum of lognormal random variables. it is common to use approximation methods based on moment matching.  These include the classical and simple Fenton-Wilkinson method, which approximates the sum with a single lognormal variable, having the first two moments matched.  In this letter, we give a closed-form bound for the error of the distribution function, resulting from moment matching methods.  Numerical evaluation for a typical CDMA case, shows that the bound becomes tight for large processing gains.  The error bound can also be used to find bounds on the outage probability.

Place, publisher, year, edition, pages
CHICHESTER: John Wiley & Sons, Ltd. , 2005. Vol. 6, no 6, 573-577 p.
Keyword [en]
Co-channel interference, lognormal random variable, outage probability, signal processing
National Category
Computer and Information Science
Research subject
URN: urn:nbn:se:kth:diva-28082DOI: 10.1002/ett.1054ISI: 000234029200009ScopusID: 2-s2.0-29044433618OAI: diva2:383934
QC 20110113Available from: 2011-01-06 Created: 2011-01-06 Last updated: 2011-01-13Bibliographically approved

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Berggren, Fredrik
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