
Re: log normal?
Posted:
Dec 27, 2012 2:11 PM


On Thu, 27 Dec 2012 07:09:06 +0000 (UTC), helbig@astro.multiCLOTHESvax.de (Phillip Helbigundress to reply) wrote:
>In article ><83a604c5c4214ea290f1a27942ee5fa6@n2g2000pbp.googlegroups.com>, >RichD <r_delaney2001@yahoo.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 uniformdeviate 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.
 Rich Ulrich

