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    Fitting the Modified-Power-Lognormal to the Sum of Independent Lognormals Distribution
    14 years 8 months ago
    Fitting the Modified-Power-Lognormal to the Sum of Independent Lognormals Distribution
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    We propose a new method for calculating a tight approximation to the distribution of the sum of independent lognormal random variables. We make use of a three
    Sebastian S. Szyszkowicz, Halim Yanikomeroglu
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