Highly Accurate Simple Closed-Form Approximations to Lognormal Sum Distributions and Densities

Sums of lognormal random variables occur extensively in wireless communications, in part, because a shadowing environment is well modeled by a lognormal distribution. A closed-form expression does not exist for the sum distribution and, furthermore, it is difficult to numerically calculate the distribution. Numerous approximations exist that are based on approximating a sum of lognormal random variables as another lognormal random variable. A new paradigm to calculate an approximation to the lognormal sum distribution, based on curve fitting on lognormal probability paper, is introduced in this letter. Highly accurate, simple closed-form approximations to lognormal sum distributions are presented.