Approximating the sum of lognormal random variables

Two uncorrelated random variables

# generate nSample values of two lognormal random variables
mu1 = log(110)
mu2 = log(100)
sigma1 = 0.25
sigma2 = 0.15
(coefSum <- estimateSumLognormal( c(mu1,mu2), c(sigma1,sigma2) ))
##        mu     sigma 
## 5.3576474 0.1499077

A check by random numbers shows close correspondence.

For a test on correlated variables see the aggregateCorrelated vignette (html or md).