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...

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Bibliographic Details

Main Authors:	Abdul Rahman Othman, Lai, Choo Heng, Aissa, Sonia, Nora Muda
Format:	Article
Language:	en
Published:	Penerbit Universiti Kebangsaan Malaysia 2023
Online Access:	http://journalarticle.ukm.my/21554/1/S%2024.pdf http://journalarticle.ukm.my/21554/ http://www.ukm.my/jsm/index.html
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