The Sum and Difference of Two Lognormal Random Variables
Figure 4
Error versus : the error is calculated by subtracting the approximate estimate from the exact result. The dash lines denote the errors of the approximate shifted square-root process, and the solid lines show the errors of the approximate shifted lognormal process. (a) , , , and ; (b) , , , and ; (c) , , , and ; (d) , , , and ; (e) , , , and ; (f) , , , and .