- In
probability theory, a log-normal (or
lognormal)
distribution is a
continuous probability distribution of a
random variable whose logarithm is normally...
-
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...
- 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...
- reasons,
models such as Black–Derman–Toy (
lognormal and mean reverting) and Hull–White (mean
reverting with
lognormal variant available) are
often preferred...
- is
approximately 39 units. Let demand, D {\displaystyle D} ,
follow a
lognormal distribution with a mean
demand of 50, μ {\displaystyle \mu } , and a...
- as a mixture-distribution have also been
reported (normal-normal,
lognormal-
lognormal and Weibull–Gamma mixtures). Occasionally,
predictive methods are...
-
distribution of the
product of two
random variables which have
lognormal distributions is
again lognormal. This is
itself a
special case of a more
general set of...
- distribution: the
uniformly most
powerful unbiased test
comparing the
lognormal to the
power law
shows that the
largest 1000
cities are
distinctly in...
-
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...
