1.2.1 The Log Normal Distribution Equation (3) Recall Normal (Gaussian) Distribution : 9/13/2022 y...
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1.2.1 The Log Normal Distribution Equation (3) Recall Normal (Gaussian) Distribution : ● ● 9/13/2022 y = e-(-)²³/23² S√2π S= 1 S√2T Σ(u-u)² N-1 exp (u-u)² 2s² Log Normal Distribution : The Log of the quantity is governed by a normal distribution. If we make the substitution: u→ Inx, x is our observable now Chapter/ Unit 1-P.32 1.2.1 The Log Normal Distribution Equation(4) y= 9/13/2022 √27 In sg exp where x = exp S = exp i=1 (lnx- ln x)² 21n² s In²(x, /x₂) N-1 √2 In S Geometric mean 71/2 .exp Homework 1: Derive the above equation 944429 Derive the Log normal distribution equation based on the normal distribution equation Geometric standard deviation In²(x/x₂) 2 ln² s, Chapter/ Unit 1-P.33 1.2.1 The Log Normal Distribution Equation (3) Recall Normal (Gaussian) Distribution : ● ● 9/13/2022 y = e-(-)²³/23² S√2π S= 1 S√2T Σ(u-u)² N-1 exp (u-u)² 2s² Log Normal Distribution : The Log of the quantity is governed by a normal distribution. If we make the substitution: u→ Inx, x is our observable now Chapter/ Unit 1-P.32 1.2.1 The Log Normal Distribution Equation(4) y= 9/13/2022 √27 In sg exp where x = exp S = exp i=1 (lnx- ln x)² 21n² s In²(x, /x₂) N-1 √2 In S Geometric mean 71/2 .exp Homework 1: Derive the above equation 944429 Derive the Log normal distribution equation based on the normal distribution equation Geometric standard deviation In²(x/x₂) 2 ln² s, Chapter/ Unit 1-P.33
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If x log normal distribution then log X Normal let Y logN H if X ... View the full answer
Related Book For
Intermediate Accounting
ISBN: 978-1118147290
15th edition
Authors: Donald E. Kieso, Jerry J. Weygandt, and Terry D. Warfield
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