I am trying to find the distribution of sum of 2 lognormal random variables. I referred the literature available on Cross validated, Stack overflow and few papers before posting this.
I used convolution to find the distribution of sum of 2 lognormal rvs. The approximation works for difference. But, not for sum. I am getting a nasty kink at 0 in both CDF and PDF. I could not recognize the reason. With few tweaks, the shape of the distribution comes right. But, I am not sure what I was doing is right.
Can somebody guide me here?