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315750

Approximations to the Distribution of Weighted Log-Normal Variates

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Last updated: 28 Dec 2024

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Abstract

This work introduces three different approximations to the distribution of weighted log-normal variates. Numerical methods are used to express the density function as a Gauss-Hermite quadrature and a Gauss-Laguerre quadrature. The third approximation was the expression of the density function as a mixture of gamma function. Numerical examples are given to demonstrate the method and equality of the first four moments are observed. However, a general method is introduced to equate as many moments as required.

DOI

10.21608/esju.1976.315750

Keywords

The Distribution of Weighted Log, Numerical methods, Hermite Quadrature, Gauss, Laguerre Quadrature, A Mixture of Gamma Function

Authors

First Name

Ahmed

Last Name

El Mawaziny

MiddleName

H.

Affiliation

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City

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Orcid

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First Name

Hoda

Last Name

Rashad

MiddleName

M.

Affiliation

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Email

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City

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Orcid

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Volume

20

Article Issue

1

Related Issue

43269

Issue Date

1976-06-01

Receive Date

2023-09-03

Publish Date

1976-06-01

Page Start

38

Page End

57

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315750.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315750

Order

3

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Approximations to the Distribution of Weighted Log-Normal Variates

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Article

Created At

28 Dec 2024