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Re: log normal?
Posted:
Dec 27, 2012 2:11 PM
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On Thu, 27 Dec 2012 07:09:06 +0000 (UTC),
helbig@astro.multiCLOTHESvax.de (Phillip Helbig---undress to reply)
wrote:
>In article
><83a604c5-c421-4ea2-90f1-a27942ee5fa6@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 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.
--
Rich Ulrich
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