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The Distribution of the Logarithm of the Sum of Two Log-Normal Variates

 

作者: J.I. Naus,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1969)
卷期: Volume 64, issue 326  

页码: 655-659

 

ISSN:0162-1459

 

年代: 1969

 

DOI:10.1080/01621459.1969.10501004

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

LetZ1,Z2be two independent, identically distributed random variables whose logarithms are normally distributed. We derive the generating function, expectation, and variance of the logarithm of the sum ofZ1andZ2. The expressions for the expectation and variance involve the sums of rapidly converging series. Converging upper and lower bounds to the expectation are given to indicate the number of terms in the series that need to be evaluated to yield a specified number of significant places.

 

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