sum lognormal random variable

29 Mar 2011
1 Risposta
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Hi, do you have some mathlab code for approximating the sum of N lognormal random variables indipendent but NOT identically distributed? Or do you have any suggestion for doing it?
Thanks, Chiara

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bym
bym il 29 Mar 2011

0 voti

I might be missing something subtle, but...
sum(variable)

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University
University
il 29 Mar 2011

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