Lognormal distribution


Also found in: Dictionary, Thesaurus, Medical, Legal, Encyclopedia.

Lognormal distribution

Pattern of frequency of occurrence in which the logarithm of the variable follows a normal distribution. Lognormal distributions are used to describe returns calculated over periods of a year or more.

Lognormal Distribution

A way to calculate long-term returns on an investment where the natural log of some variable has a normal distribution.
References in periodicals archive ?
RSS histogram analysis offers insights into the environment impact on measurements--we conclude that the lognormal distribution models the RSS histogram with the best accuracy.
therefore, if the logarithm of P has a normal distribution, P has a lognormal distribution.
01]) was consistent with a lognormal distribution by the Shapiro-Wilk test (p = 0.
3, the distribution tends toward the lognormal distribution and conforms to the report by Li et al.
3) Slopes were assumed to follow a lognormal distribution, taking only positive values, and intercept parameters a normal distribution, taking either positive or negative values
A PROCEDURE FOR ESTIMATING PARAMETERS OF TRUNCATED LOGNORMAL DISTRIBUTION
2010) exponential distribution (BEAST (a)) or lognormal distribution (BEAST (b)) of minimum age constraints plus corrected diversification time in ages_exp and ages_logn (available from Supplementary Material *).
6 shows the generated random numbers and discretization process when the failure model follows Poisson distribution with parameter [lambda]=4, and the restoration model follows a Lognormal distribution with parameters p=1, [delta]=0.
For example, the right tail of the '5pt base' distribution is much longer in Figure 8 than in Figures 5, 6, 7, while the accumulation of probability at 1 for the '3pt_base' condition in Figure 8 is due to simulations from the longer right tail of the lognormal distribution.
Note that the expression above matches the pdf of a mixture of three-parameter lognormal distributions.
A rough understanding of this result is that the shape of a lognormal distribution may "concentrate" more at the low values.
After the one parameter Pareto distribution model, the two parameters lognormal distribution [6] has been proposed but this lognormal distribution fits well on middle part of income ranges but gives poor fit at upper tail.