Fast Computation of Parameters of the Random Variable that is Logarithm of Sum of Two Independent Log-normally Distributed Random Variables
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Tarih
2022
Yazarlar
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Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
In this paper, two fast methods are proposed for computation of mean and variance of a random variable which is logarithm of two log-normally distributed random variables. It is shown that mean and variance can be computed using only one dimensional numerical integration method. The speed of the proposed algorithms is compared with the baseline algorithm. Simulation results showed that the first proposed method decreases the execution time by an average of 43.98 %. Simulation results also showed that the second proposed method is faster than the first proposed method for the variances greater than 0.325.
Açıklama
Anahtar Kelimeler
Kaynak
Çukurova Üniversitesi Mühendislik Fakültesi dergisi
WoS Q Değeri
Scopus Q Değeri
Cilt
37
Sayı
1
