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A General Formula for Log - MGF Computation: Application to the Approximation of Log - Normal Power Sum Via Pearson Type IV Distribution

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Executive Summary

The authors have recently proposed a general approach for approximating the power sum of Log - Normal Random Variables (RVs) by using the Pearson system of distributions, and then used it for performance analysis of Ultra Wide Band (UWB) wireless systems. Therein, they have also highlighted the main advantages of using the Pearson approximation instead of the usual Log - Normal one, and compared the proposed method with other approaches available in the open technical literature. However, despite being very accurate, the proposed method may be, in some circumstances, computational demanding since a non - linear least - squares problem needs to be solved numerically.

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