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Topic: log normal?
Replies: 14   Last Post: Jan 1, 2013 6:17 AM

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Richard Ulrich

Posts: 2,961
Registered: 12/13/04
Re: log normal?
Posted: Dec 27, 2012 2:11 PM
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On Thu, 27 Dec 2012 07:09:06 +0000 (UTC), (Phillip Helbig---undress to reply)

>In article
>RichD <> 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

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

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