Log-Normal approximation of Chi-square distributions for signal processing

Abstract : We investigate in this paper a Log-Normal approximation of χ2 distributions. Our study is motivated by the analysis of ratios of random variables where both, Log-Normal and χ2 distributions are involved. Such ratios appear, for instance, when dealing with an energy detector while only an imperfect knowledge of the noise level is available. In order to characterize the distribution of the ratio, an accurate approximation of the χ2 distribution by a Log-Normal distribution would highly simplify this problem known to be analytically intractable otherwise.
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Conference papers
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https://hal-supelec.archives-ouvertes.fr/hal-00606406
Contributor : Myriam Andrieux <>
Submitted on : Wednesday, July 6, 2011 - 1:51:49 PM
Last modification on : Friday, November 16, 2018 - 1:23:34 AM

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  • HAL Id : hal-00606406, version 1

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Wassim Jouini, Daniel Le Guennec, Christophe Moy, Jacques Palicot. Log-Normal approximation of Chi-square distributions for signal processing. General Assembly of URSI, Aug 2011, Istanbul, Turkey. 4 p. ⟨hal-00606406⟩

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