On the approximation of sum of lognormal for correlated variates and implementation.

On the approximation of sum of lognormal for correlated variates and implementation.

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In probabilistic modeling across engineering, finance, and telecommunications, sums of lognormal random variables frequently occur, yet no closed-form expression exists for their distribution. This study systematically evaluates three approximation methods-Wilkinson (W), Schwartz & Yeh (SY), and...

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Bibliographic Details
Main Authors: Asyraf Nadia Mohd Yunus, Nora Muda, Abdul Rahman Othman, Sonia Aïssa
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2025-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0325647
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