The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » sci.math.* » sci.math

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: log normal?
Replies: 9   Last Post: Jan 1, 2013 6:17 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Rich Delaney

Posts: 392
Registered: 12/13/04
Re: log normal?
Posted: Dec 31, 2012 6:12 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

On Dec 27, Rich Ulrich <> wrote:

> >> 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

I didn't know this.
But one thing is unclear - does that mean the
final distribution is, mathematically, the log
of a normal curve?

Like, "Class, on page 25, we see a normal
Guassian curve, with specified mean and variance.
Now let's compute the log of that, look on page
26, that's what log normal looks like."

Or does 'log normal' have some other arbitrary definition?


Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.