A survey of the sum of lognormal distribution and some recent results

The sum of the lognormal distributions is widely used for performance analysis in various areas, including wireless communications, free-space optical communications, finance, etc. However, the lognormal sum probability distribution function does not have a closed-form expression. In this thesis, we comprehensively survey various approximating methods of the lognormal sum and investigate some related practical applications. Based on the survey, we derive a new approximation model using the Marcum Q-function having higher accuracy than the existing approximation approach.Applied Science, Faculty ofEngineering, School of (Okanagan)Graduat