Two Representations of the Fenton Distribution: Generative and Spectral Forms
Unreviewed draft. This paper has not been human-reviewed.
Mathematical claims may be unverified. Use with appropriate caution.
Summary
The weighted sum of correlated lognormal random variables — the Fenton
Distribution — has been considered to lack a closed-form CDF for over sixty
years. We show this is a representation problem, not a mathematical one.
Length
2,726 words
Status
Draft