Approximating the Sum of Correlated Lognormal or Lognormal-Rice Random Variables
A simple and novel method is presented to approximate by the lognormal distribution the probability density function of the sum of correlated lognormal random variables. The method is also shown to work well for approximating the distribution of the sum of lognormal-Rice or Suzuki random variables by the lognormal distribution. The method is based on matching a low-order Gauss-Hermite approximatio
