log-normal_distribution
Log-Normal Distribution
Specifies a lognormal distribution with the entered mean and standard deviation. The arguments for this form of the lognormal distribution specify the actual mean and standard deviation of the generated lognormal probability distribution.
f(x,mu,sigma) = exp (-0.5 * ( ( log(x)-mu_h)/sigma_h ) ^2 ) / ( x * sqrt(2 * pi ) * sigma_h )
where
mu_h = log(mu^2/sqrt(sigma^2+mu^2))
sigma_h = sqrt(log(1+(sigma/mu)^2))
support 0 ⇐ x ⇐ Inf
| Parameter | Description | Default value |
|---|---|---|
| Mean | The mean value | 1.0 |
| SD | The standard deviation | 1.0 |
log-normal_distribution.txt · Last modified: by 127.0.0.1
