On Sums of Lognormal Random Variables
Eytan Barouch, Gordon Mayer Kaufman
On Sums of Lognormal Random Variables
Eytan Barouch, Gordon Mayer Kaufman
This book offers a comprehensive analysis of the behavior of sums of lognormal random variables. The authors explore the statistical properties of this class of distributions and provide useful methods for computing their moments and probability density functions.
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