Approximations to the Distribution of Weighted Log-Normal Variates
El Mawaziny, A., Rashad, H. (1976). Approximations to the Distribution of Weighted Log-Normal Variates. EKB Journal Management System, 20(1), 38-57. doi: 10.21608/esju.1976.315750
Ahmed H. El Mawaziny; Hoda M. Rashad. "Approximations to the Distribution of Weighted Log-Normal Variates". EKB Journal Management System, 20, 1, 1976, 38-57. doi: 10.21608/esju.1976.315750
El Mawaziny, A., Rashad, H. (1976). 'Approximations to the Distribution of Weighted Log-Normal Variates', EKB Journal Management System, 20(1), pp. 38-57. doi: 10.21608/esju.1976.315750
El Mawaziny, A., Rashad, H. Approximations to the Distribution of Weighted Log-Normal Variates. EKB Journal Management System, 1976; 20(1): 38-57. doi: 10.21608/esju.1976.315750

Approximations to the Distribution of Weighted Log-Normal Variates

The Egyptian Statistical Journal
Article 4, Volume 20, Issue 1, June 1976, Pages 38-57    PDF (10.08 M)
Document Type: Original Article
DOI: 10.21608/esju.1976.315750
Authors
Ahmed H. El Mawaziny* ; Hoda M. Rashad
Institute of Statistical Studies and Research, Cairo University, Egypt
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.
Keywords
The Distribution of Weighted Log; Numerical Methods; Hermite Quadrature; Gauss; Laguerre Quadrature; A Mixture of Gamma Function
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