Search results
Results from the WOW.Com Content Network
In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. Thus, if the random variable X is log-normally distributed, then Y = ln( X ) has a normal distribution.
The log-metalog distribution, which is highly shape-flexile, has simple closed forms, can be parameterized with data using linear least squares, and subsumes the log-logistic distribution as a special case. The log-normal distribution, describing variables which can be modelled as the product of many small independent positive variables.
The fit of the log-normal distribution depends on the mean and the variance of the distribution. The variance has a much greater effect on the fit than does the mean. Larger values of both parameters result in better agreement with the law. The ratio of two log normal distributions is a log normal so this distribution was not examined.
The product of independent random variables X and Y may belong to the same family of distribution as X and Y: Bernoulli distribution and log-normal distribution. Example: If X 1 and X 2 are independent log-normal random variables with parameters (μ 1, σ 2 1) and (μ 2, σ 2 2) respectively, then X 1 X 2 is a log-normal random variable with ...
A discrete probability distribution is the probability distribution of a random variable that can take on only a countable number of values [15] (almost surely) [16] which means that the probability of any event can be expressed as a (finite or countably infinite) sum: = (=), where is a countable set with () =.
The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...
This comes from the fact that given a random natural number n, the events "the number n is divisible by some prime p" for each p are mutually independent. Now, denoting the event "the number n is divisible by p " by n p {\displaystyle n_{p}} , consider the following sum of indicator random variables:
A Poisson compounded with Log(p)-distributed random variables has a negative binomial distribution. In other words, if N is a random variable with a Poisson distribution, and X i, i = 1, 2, 3, ... is an infinite sequence of independent identically distributed random variables each having a Log(p) distribution, then