- How do you derive the mean of lognormal?
- How do you find the log of a normal distribution?
- What are the 2 values that define a Gaussian distribution?
How do you derive the mean of lognormal?
The mean of the log-normal distribution is m = e μ + σ 2 2 , m = e^\mu+\frac\sigma^22, m=eμ+2σ2, which also means that μ \mu μ can be calculated from m m m: μ = ln m − 1 2 σ 2 .
How do you find the log of a normal distribution?
Lognormal distribution of a random variable
If X is a random variable and Y=ln(X) is normally distributed, then X is said to be distributed lognormally. Similarly, if Y has a normal distribution, then the exponential function of Y will be having a lognormal distribution, i.e. X=exp(Y).
What are the 2 values that define a Gaussian distribution?
In fact, only two parameters are required to describe a normal distribution: the mean and the standard deviation.