Approximation of the sum of independent lognormal variates using lognormal distribution by maximum likelihood estimation approached
Three methods of approximating the sum of lognormal variates to a lognormal distribution were studied. They were the Wilkinson approximation, the Monte Carlo version of the Wilkinson approximation and the approximation using estimated maximum likelihood lognormal parameters. The lognormal variates w...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2023
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| Online Access: | http://journalarticle.ukm.my/21554/ http://journalarticle.ukm.my/21554/1/S%2024.pdf |