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

回答 (1 件)

bym
bym 2011 年 3 月 29 日

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

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2011 年 3 月 29 日

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