Results 111 to 120 of about 20,058 (156)

Extensions of multinomial processing tree models for continuous variables: A simulation study comparing parametric and non-parametric approaches. [PDF]

Behav Res Methods
Gutkin A, Heck DW.
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Material Variability and Quality Control Effects on Shear Resistance of RC Structures: A Reliability Sensitivity Study. [PDF]

Materials (Basel)
Faghfouri S, Strauss A.
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Random-effects psychophysics for studying individual differences in perception and cognition. [PDF]

Psychon Bull Rev
Rouder JN, Mehrvarz M.
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Lognormal distributions capture site-specific variability in enteric virus concentrations in wastewater.

Environ Sci (Camb)
Li C, Kohn T, Torii S, Wynn HK, Devaux AJ, Gan C, Julian TR, Sylvestre É.   +7 more
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Approximating Lognormal Sum Distributions With Power Lognormal Distributions

IEEE Transactions on Vehicular Technology, 2008
In wireless communications, cochannel interference is usually characterized by a sum of lognormal random variables. Since the characteristic function of a lognormal distribution lacks explicit expression, and numerical calculation of a lognormal sum distribution is very challenging, lognormal distributions are often used to approximate lognormal sum ...
R Mcgorman, J Almhana
exaly   +2 more sources

An Optimal Lognormal Approximation to Lognormal Sum Distributions

IEEE Transactions on Vehicular Technology, 2004
Sums of lognormal random variables occur in many problems in wireless communications because signal shadowing is well modeled by the lognormal distribution. The lognormal sum distribution is not known in the closed form and is difficult to compute numerically.
Norman C. Beaulieu, Qiong Xie
exaly   +2 more sources

Mixture Lognormal Approximations to Lognormal Sum Distributions

IEEE Communications Letters, 2007
In wireless communication, co-channel interference is usually characterized by a sum of lognormal random variables. Since calculating the exact distribution of a lognormal sum has a lot of challenges, lognormal distributions are often used to approximate lognormal sum distributions.
R Mcgorman, J Almhana
exaly   +2 more sources

On Poisson Mixture of Lognormal Distributions

Lobachevskii Journal of Mathematics, 2020
Generally, jump-diffusion processes used in finance are confined to the processes with Brownian motion, constant trend and jump component, described by compound Poisson processes (CPP). CPP is usually defined by a sum of standard normal distributions. In most applications one either needs moments or characteristic function of the process.
Kechejian, H., Ohanyan, V. K., Bardakhchyan, V. G.   +2 more
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The Lognormal Distribution

The College Mathematics Journal, 2000
(2000). The Lognormal Distribution. The College Mathematics Journal: Vol. 31, No. 4, pp. 259-261.
Brian E. Smith, Francis J. Merceret
openaire   +1 more source