Highly accurate range-adaptive lognormal approximation to lognormal sum distributions
José Cândido Silveira Santos Filho, Michel Daoud Yacoub, Paulo Cardieri · Electronics Letters · 2006
The distribution of the sum of independent non-identical lognormal variates is approximated by a lognormal distribution the parameters of which are suitably varied over the range of probabilities. The new method is highly accurate and keeps track of the exact sum distribution, outperforming previous lognormal approximations.