Leequangang

Log Normal Distribution

In probability theory, a log-normal distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed [1].

• If $X\sim\mathcal{N}(\mu,\delta^2)$ is a normal distribution, then $\exp(X)\sim Log-\mathcal{N}(\mu,\delta^2)$.
• If $X\sim Log-\mathcal{N}(\mu,\delta^2)$ is distributed log-normally, then $\ln(X)\sim\mathcal{N}(\mu,\delta^2)$ is a normal random variable.

Related Matlab function:
lognfit、logncdf、lognpdf、lognrnd、
histfit(A,25,’lognormal’)

References

[1] Log-normal distribution

[2] logn distribution-wolfram mathworld

Leequangang / 2013-06-14
Published under (CC) BY-NC-SA

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