Denote the mean and variance of normally distributed variable as μ and σ2 respectively, then
mean of XL will be
Study notes 4 - lognormal distribution
Random variable xL that is continuously distributed in interval is said to have lognormal distribution described by probability density function fL(xL) if variable xN, that is defined as xN=lnxL, has normal distribution described by probability density function fN(xN) in interval -∞ to ∞.
Denote the mean and variance of normally distributed variable as μ and σ2 respectively, then
mean of XL will be
Denote the mean and variance of normally distributed variable as μ and σ2 respectively, then
mean of XL will be
