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 distribution being examined, and the individual lognormal parameters, i.e., mean and variance. There is no such method which can provide the needed accuracy for all cases. This paper propose a universal yet very simple approximat...

Small-scale and large-scale variations of signal amplitude for wideband data collected at two office buildings have been investigated. The data base includes 12000 impulse response estimates which were obtained by inverse Fourier transforming of the channel's frequency response profiles. Extensive curve fitting for the distribution of individual multipath components' amplitudes using elaborate ...

In this paper, the Raindrop Size Distribution (DSD) modeling and analysis are presented. Drop sizes are classified into different rain types, namely: drizzle, widespread, shower and thunderstorm. The gamma and Lognormal distribution models are employed using the method of moments estimator, considering the third, fourth and sixth order moments. The results are compared with the existing raindro...

Feng Dai E-mail: [email protected]; [email protected] Abstract. In this discussed draft, we want to present the Partial Distribution (F.Dai, 2001) for discussing. We compare the partial distribution with lognormal and levy distribution. Though the levy distribution is better to describe the prices distribution of stock and stock indexes in a moderately large volatility range, the lognormal...

We propose a new method for calculating a tight approximation to the distribution of the sum of independent lognormal random variables. We use a three-parameter modified-power-lognormal distribution function as the approximating distribution. We use theoretical results from our previous work on the tails of the distribution of the sum of lognormals to match the slope of the modified-power-logno...

It has been observed that return distributions in general and interest rates in particular exhibit skewness and kurtosis that cannot be explained by the lognormal distribution commonly used as an assumption in many option pricing models. We have replaced the lognormal assumption in the Black (1976) model with the g-and-h distribution and derived a simple, closed-form option pricing formula unde...

We show that according to the GRB internal shock model the pulse duration and the interval between neighboring pulses are correlated and have a similar distribution. We analyze a sample of bright long bursts and find that the pulses duration have a lognormal distribution while the intervals has an excess of long intervals (relative to lognormal distribution). This excess can be explained by the...

In this paper we compare two different approaches to deal with lognormal variables/observations, and hence their errors, in a 3-dimensional variational data assimilation framework. The first approach uses a transform to make the lognormal random variable into a normal random variable and hence use current data assimilation techniques. The second approach uses the correct distribution for a coll...

Since the performance metrics of digital communication systems over composite multipath/ lognormal fading channels is intractable, a mixture gamma (MG) fading model is used to approximate Nakagami-lognormal (NL) fading model. By using MG fading model, the ergodic capacity of dualhop semi-blind amplify-and-forward relaying systems is investigated over independent non-identical composite NL fadin...

The transient data of the pinch force produced between the human forefinger and thumb have been shown to fit the functional form of the well-known lognormal density function. Isometeric force generation is achieved by the stochastic recruitment of individual motor units, which sum together. Evidence from animal and human experiments demonstrates that the force generation can be modelled by unde...