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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