Approximation to Distribution of Product of Random Variables Using Orthogonal Polynomials for Lognormal Density
Information Theory
2016-11-17 v2 math.IT
Abstract
We derive a closed-form expression for the orthogonal polynomials associated with the general lognormal density. The result can be utilized to construct easily computable approximations for probability density function of a product of random variables, when the considered variates are either independent or correlated. As an example, we have calculated the approximative distribution for the product of Nakagami-m variables. Simulations indicate that accuracy of the proposed approximation is good with small cross-correlations under light fading condition.
Keywords
Cite
@article{arxiv.1203.3288,
title = {Approximation to Distribution of Product of Random Variables Using Orthogonal Polynomials for Lognormal Density},
author = {Zhong Zheng and Lu Wei and Jyri Hämäläinen and Olav Tirkkonen},
journal= {arXiv preprint arXiv:1203.3288},
year = {2016}
}
Comments
submitted to IEEE Communications Letter