The Distribution of the Logarithm of the Sum of Two Log-Normal Variates

DOI10.2307/2283649MaRDI QIDQ5568897zbMATH OpenOpenAlexFDO

Authors Joseph Naus

Publication date 1969

Full work available at URL https://doi.org/10.2307/2283649

zbMATH Keywords

expectationgenerating functionlogarithm of the sum of two log-normal variatesvariance

Mathematics Subject Classification ID

Statistical distribution theory (62E99)

Recommendations

• The Logarithm of the Sum of Two Correlated Log-Normal Variates
• The sum and difference of two lognormal random variables
• Bounds for some general sums of random variables
• scientific article; zbMATH DE number 1907159
• Normal and logistic random variables: Distribution of the linear combination

Cited in

(10)

• Asymptotic behavior of tail density for sum of correlated lognormal variables
• The sum and difference of two lognormal random variables
• The distribution of the sum of a normal and a \(t\) random variable with arbitrary degrees of freedom
• Estimating the mean and variance from the five-number summary of a log-normal distribution
• On the Laplace transform of the lognormal distribution: analytic continuation and series approximations
• Cumulants and expansions for sums of log-normals
• Bounds on the distribution of a sum of independent lognormal random variables
• Random rates of growth and return: introducing the expo-normal distribution
• The Logarithm of the Sum of Two Correlated Log-Normal Variates
• A note on portfolios of averages of lognormal variables

This page was built for publication: The Distribution of the Logarithm of the Sum of Two Log-Normal Variates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5568897)