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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dc.contributor.authorTüfekçi, Zekeriya
dc.contributor.authorDişken, Gökay
dc.date.accessioned2025-01-06T17:24:26Z
dc.date.available2025-01-06T17:24:26Z
dc.date.issued2022
dc.departmentAdana Alparslan Türkeş Bilim ve Teknoloji Üniversitesi
dc.description.abstractIn 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.
dc.identifier.endpage270
dc.identifier.issn2757-9255
dc.identifier.issue1
dc.identifier.startpage261
dc.identifier.trdizinid1114344
dc.identifier.urihttps://search.trdizin.gov.tr/tr/yayin/detay/1114344
dc.identifier.urihttps://hdl.handle.net/20.500.14669/1240
dc.identifier.volume37
dc.indekslendigikaynakTR-Dizin
dc.language.isoen
dc.relation.ispartofÇukurova Üniversitesi Mühendislik Fakültesi dergisi
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_20241211
dc.titleFast Computation of Parameters of the Random Variable that is Logarithm of Sum of Two Independent Log-normally Distributed Random Variables
dc.typeArticle

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