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An error bound for ...
An error bound for moment matching methods of lognormal sum distributions
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- Berggren, Fredrik (författare)
- KTH,Kommunikationssystem, CoS
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(creator_code:org_t)
- 2005
- 2005
- Engelska.
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Ingår i: European transactions on telecommunications. - CHICHESTER : John Wiley & Sons, Ltd.. - 1124-318X .- 2161-3915 .- 1541-8251. ; 6:6, s. 573-577
- Relaterad länk:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences (hsv//eng)
Nyckelord
- Co-channel interference
- lognormal random variable
- outage probability
- signal processing
- Information technology
- Informationsteknik
- SRA - ICT
- SRA - Informations- och kommunikationsteknik
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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