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log-normal2_distribution [2019/11/18 13:34]
127.0.0.1 external edit
log-normal2_distribution [2023/04/19 13:58] (current)
daria
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 A variable might be modeled as log-normal if it can be thought of as the multiplicative product of many small independent factors. For example the long-term return rate on a stock investment can be considered to be the product of the daily return rates. A variable might be modeled as log-normal if it can be thought of as the multiplicative product of many small independent factors. For example the long-term return rate on a stock investment can be considered to be the product of the daily return rates.
  
-f(x,mu,sigma) = exp(-0.5//((log(x)-mu)/sigma)^2)/(x//sqrt(2//pi)//sigma)+f(x,mu,sigma) = exp(-0.5 ( (log(x)-mu)/sigma) ^2 )/(x sqrt(2 pi)sigma)
  
 support 0 <= x <= Inf support 0 <= x <= Inf
log-normal2_distribution.1574080457.txt.gz ยท Last modified: 2019/11/18 13:34 by 127.0.0.1