Right Tail Approximation for the Distribution of Lognormal Sum and Its Applications.
Bingcheng ZhuZaichen ZhangLei WangJian DangLiang WuJulian ChengGeoffrey Ye LiPublished in: GLOBECOM (Workshops) (2020)
Keyphrases
- power law
- heavy tailed
- closed form
- error bounds
- weighted sum
- spatial distribution
- approximation methods
- probability distribution
- nonparametric estimation
- absolute difference
- relative error
- data distribution
- linear functions
- maximum likelihood estimator
- approximation schemes
- square error
- neural network
- discrete random variables