Bounds on the distribution of a sum of independent lognormal random variables

Authors
Ben Slimane, S
Citation
S. Ben Slimane, Bounds on the distribution of a sum of independent lognormal random variables, IEEE COMMUN, 49(6), 2001, pp. 975-978
Citations number
8
Categorie Soggetti
Information Tecnology & Communication Systems
Journal title
IEEE TRANSACTIONS ON COMMUNICATIONS
ISSN journal
00906778 → ACNP
Volume
49
Issue
6
Year of publication
2001
Pages
975 - 978
Database
ISI
SICI code
0090-6778(200106)49:6<975:BOTDOA>2.0.ZU;2-8
Abstract
The distribution function of a sum of lognormal random variables (RVs) appe ars in several communication problems. Approximations are usually used for such distribution as no closed form nor bounds exist, Bounds can be very us eful in assessing the performance of any given system. In this letter, we d erive upper and lower bounds on the distribution function of a sum of indep endent lognormal RVs, These bounds are given in a closed form and can be us ed in studying the performance of cellular radio and broadcasting systems.