On Thu, 27 Dec 2012 07:09:06 +0000 (UTC), email@example.comCLOTHESvax.de (Phillip Helbig---undress to reply) wrote:
>In article ><firstname.lastname@example.org>, >RichD <email@example.com> writes: > >> Ocasionally I come across somethign called log >> normal, and I wonder, what is the purpose? >> The normal distribution is natural, but the log of that, >> seems unnatural, and unintuitive. >> >> Can anyone elaborate on its use? > >Basically, the normal distribution is natural for additive processes. >Add n uniform-deviate random numbers together m times, make a histogram >and you get the Gaussian, i.e. normal, distribution. The log normal >distribution is the equivalent for processes which are not additive but >multiplicative.
In detail with the algebra.
Normal - N comes from U1 + U2 + ... + Uk
Log normal - log(N) comes from log(U1) + log(U2) + ... + Uk whichh implies N comes from U1 * U2 * ... *Uk
There may be differing weights for the different Uniform measures being added, but none of them overly influence it.