- In
probability theory, a log-normal (or
lognormal)
distribution is a
continuous probability distribution of a
random variable whose logarithm is normally...
- The
modified lognormal power-law (MLP)
function is a
three parameter function that can be used to
model data that have
characteristics of a log-normal...
-
payoff against this
lognormal density at maturity. The
basic idea of the
lognormal mixture dynamics model is to
consider lognormal densities, as in the...
- asymmetric, when α = β the two
means are equal. The
harmonic mean ( H ) of the
lognormal distribution of a
random variable X is H = exp ( μ − 1 2 σ 2 ) , {\displaystyle...
-
polynomials or
rational functions. For the
Bachelier ("normal", as
opposed to "
lognormal") model,
Jaeckel published a
fully analytic and
comparatively simple two-stage...
- set
drawn from a
lognormal distribution will be
approximately linear for
large values (corresponding to the
upper tail of the
lognormal being close to a...
-
requirement for
conversion to risk-neutral
values and the
restriction of a
lognormal distribution; see
further under Monte Carlo methods for
option pricing...
-
distribution to
alternative distributions like an
exponential distribution or
lognormal distribution. Zipf's law can be
visuallized by
plotting the item frequency...
-
excitability or gain of a
neuron is a
heavy tail distribution, more
precisely a
lognormal shape,
which is
equivalent to a
logarithmic coding scheme.
Neurons may...
- and d W t {\displaystyle dW_{t}\,} its differential.
Where the
model is
lognormal, a
variable X t {\displaystyle X_{t}} is ****umed to
follow an Ornstein–Uhlenbeck...
