A lognormal distribution is the distribution of a random variable whose logarithm has a normal distribution.

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How to compare two implementations of web service by parameters of distributions of their response times?

We are migrating web services to new platform. Current WS will be wrapped behind new platform's layer. We would like to define criteria for response times of wrapped WS that should be met so we can ...
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82 views

Plot Pareto tails in QQ-plot for log-normal distributions

I'm working on samples that I'm trying to fit into log-normal distributions. In some cases, Kolmogorov-Smirnov test statistics is something like D = 0.0056 with an associated p-value of 0. Hence, my ...
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solve the problem of dichotomous data in winbugs [closed]

i want to write a command in winbugs but i want to write in other method not like the code below so i want to manipulate the problem of dichotomous data. anyone help me thanks alot for(j in ...
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BRT predictions on zero-inflated gaussian fish abundances include negative results

hopefully someone can point me in the right direction here. I'm using boosted regression trees (BRT) to assess the relative importance of a number of environmental factors (sea bottom temperature, ...
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1answer
19 views

Probabilities from lognormal distribution

If I have a variable x that is lognormal(mu=0, sd=.1), and say I want to compute P(x < .90) Can I then say P(x < .90) = P( log(x) < log(.90) ) ? Going by the book I am reading from, this ...
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1answer
49 views

Is the data normally or lognormally distributed?

I'm not sure how to give context to this question. We're to use Excel to analyze data and use log base 10 for each column of data that we analyze, which I'm not sure what they want here. Are they ...
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1answer
62 views

P-value NaN using chi2gof to validate lognormal distribution in dataset

I am trying to model a dataset of mine with a lognormal distribution using Matlab. I estimated the parameters via 'lognfit' and my generated datapoints with the fitted distribution look quite good ...
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1answer
48 views

Lognormal with negative values

I have some logged increments from time series data and wanted to fit a lognormal distribution, but obviously some are negative. How can I do this?
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19 views

How to calculate the degree of freedom in probability distribution fitting?

I am not familiar with degree of freedom. Here are some related questions: Assume $x$ follows $lognormal$ distribution: $x$~$lognormal(\mu,\theta)$. Fit a dataset {$x$} (with $N$ $x$'s). What is the ...
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1answer
63 views

How would you visualize the difference between Cox/Weibull regression?

I'm trying to figure a way of properly displaying the difference\resemblance between various regression values on the same data set, using cox ph, weibull regression and log-normal regression. ...
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337 views

Which has the heavier tail, lognormal or gamma?

(This is based on a question that just came to me via email; I've added some context from a previous brief conversation.) Last year I was told that the gamma distribution is heavier tailed than the ...
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42 views

Transformation of random variable - lognormal distribution

I'm answering questions from a book that I own and I'm left scratching my head because one of my answers does not match the one provided in the book. Either the book contains a typo or I've simply ...
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78 views

Approximation to Lognormal Distribution

I'm looking for an approximation to the curve of a lognormal distribution, for use in non-linear regression against a dataset. As an alternative, I'm interested in an approximation to the CDF thereof. ...
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96 views

Radial profile and 2d log-normal distribution?

I have a case study where a person should be located. We do not know where this person is, but we have some information. The total story is basically about the person which is to be searched. The ...
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1answer
46 views

What is the formula for lognormal hazard?

I'm plotting a bunch of survivor and hazard curves. The lognormal survivor function is: $S(t)=1-\Phi(\frac{log(t)-\mu}{\sigma}) $ Where $\mu$ is the scalar parameter. From a website ...
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1answer
52 views

how do i tranform my ols equation into logs?

Hi i'm reading threw all my statistics notes and i can't find any mention of how to transform ols variables into logs. ie i can't see a equation or any method of turning a beta value into a log form. ...
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1answer
64 views

relationship between normal and log-normal distribution

In wikipedia it is stated that: If $X \sim \operatorname{Log-\mathcal{N}}(\mu, \sigma^2)$ is distributed log-normally, then $\ln(X) \sim \mathcal{N}(\mu, \sigma^2)$ is a normal random variable. ...
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45 views

Interpretation of regression with independent variables as percentage

We have a list of indicators, say rates of selected ingredients sold, by 30 units over time. Over the last few years the rates for some indicators have changed but the question we want to ask is, have ...
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290 views

Variables lack correlation, but have pattern

Below is the graph of two variables, X and Y, each representing count data. N=348. Note the scales of the axes: Y is very approximately lognormal, but X has no decent fit (including Poisson, ...
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1answer
361 views

How to calculate a mean and standard deviation for a lognormal distribution using 2 percentiles

I am trying to calculate a mean and standard deviation from 2 percentiles for a lognormal distribution. I was successful in performing the calculation for a normal distribution using ...
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53 views

Log-normal model learning optimization

I am trying to model a variable (V) as a log normal distribution. $$ V = \mu \cdot\eta\,, \ \text{where } \eta \text{ is log normal} $$ Then $$ \ln V = ln(\mu) +\xi \\\\\text{where} \ \ \ \xi \ ...
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Using the log versus the level variable in Heckman second stage

Consider the Heckman selection model where my dependent variable is in log form for the second stage. I want to find the difference in computing derivative of unconditional expectation when using the ...
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1answer
64 views

How can the formula for the expectation of a log-normal random variable be dimensionally sound?

If $X\sim\mathcal{LN}({\mu,\sigma^2})$, then $\mathrm{E}[X]=e^{\mu+\sigma^2/2}$. My question is: what right do we have to add a mean and variance together? If $X$ has physical dimensions, then the ...
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1answer
323 views

Skew of log-normal distribution using sciPy

I am doing bioinformatics and I am trying to fit some values to a log-normal distribution with python's sciPy version 0.11. According to the skew of the resulting ...
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2answers
112 views

How to calculated Confidence Interval for autocorrelated and lognormally distributed data?

My data is autocorrelated and is lognormally distributed, how can I calculate Confidence interval of that set of data?
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455 views

Gamma vs. lognormal distributions

I have an experimentally observed distribution that looks very similar to a gamma or lognormal distribution. I've read that the lognormal distribution is the maximum entropy probability distribution ...
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80 views

Difference powerlaw, lognormal and stretched exponential (Weibull) function

I am currently fitting above mentioned functions to my data and I can observe, that both lognormal and Weibull are better fits than a power-law. In the literature it is often suggested that it is hard ...
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2k views

Plot log-normal distribution in R [closed]

I need to plot lognormal distribution with mean 1 and variance 0.6 in R. I tried to do this using rlnorm function in ...
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1answer
112 views

Fitting different models to my data in R

I have number of seeds fallen at different distances. I need to know which model fits these data, if any model does. There are different models that have been used to fit these data: negative ...
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1answer
397 views

Location, scale, and shape parameters of the lognormal (with notation ambiguity)

Main question: If I read in a paper that a particular dataset's best fit is lognormal with $\mu=7.7$ and $\sigma=1.9$, what is the location, scale, and shape parameter of the lognormal? Side ...
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140 views

Is the product of multivariate lognormal distributions is multivariate lognormal distribution

A. Mulitivariate normal distribution case with latent variable $X$ Mapping from the low-dimensional space $X$ in Q-dimensional space (Q=2) to the high-dimensional space of $Y$ in D-dimensional space ...
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138 views

Lognormal distribution with fat tail?

I'm building a lognormal distribution model, assuming $y=e^x$, and $dx = \mu dt + \sigma dW$, where $dW$ follows standard Normal distribution ~ $N(0, 1)$. So, according to Wikipedia's article on the ...
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218 views

How to decompose a distribution with two peaks?

I'm modeling saving account's amount, whose change looks like a log-normal distribution. It means suppose $y$ is total saving account's amount; $x = \ln(y)$ is the natural log; $dx$, the daily change, ...
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249 views

Calculating standard deviation from log-normal distribution confidence intervals

I have the results of a meta-analysis of 10 studies that reports a combined random effects odds ratio (computed using Woolf's method) and 95% confidence interval of an event happening in one group ...
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389 views

Need algorithm to compute relative likelihood that data are sample from normal vs lognormal distribution

Let's say you have a set of values, and you want to know if it is more likely that they were sampled from a Gaussian (normal) distribution or sampled from a lognormal distribution? Of course, ...
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235 views

Does a median-unbiased estimator minimize mean absolute deviance?

This is a follow-up but also a different question of my previous one. I read on wikipedia that " A median-unbiased estimator minimizes the risk with respect to the absolute-deviation loss function, ...
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1answer
282 views

When to use sample median as an estimator for the median of a lognormal distribution?

I myself would always use geometric mean to estimate a lognormal median. However, in the industry world, sometimes using the sample median gives better results. The question thus is, is there a cutoff ...
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3answers
91 views

Normality of a lognormal variable having a spike in 0?

I have two very right-skewed datasets which I must study for difference in means. Given the skewness, I transformed using log 10 scale after adding 1 to be able to take the log. In other words: ...
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1answer
92 views

Consecutive Log Transformations

I have a dataset where I am trying to enforce normality on positively-skewed variables. I've found that consecutive log transformations help in achieving normality but am wondering if there is any ...
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63 views

Finding the distribution of reinsurance reserving [closed]

In this paper, Kreps studies the effect of sample size on parameter estimates in normal and lognormal distributions. Three methods are studied: 1) infinite, 2) approximate, and 3) effective. The idea ...
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39 views

Choosing a distribution in the presence of multiplicative observation errors

Suppose I have a large sample from some distribution the form of which I do not know with certainty, though it would appear to be continuous and reasonably well-behaved (e.g. unimodal, differentiable) ...
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1answer
114 views

Continue from my previous question - distribution for a set of data using R results

Follow the very useful answers from Peter Flom, Wayne and many others. I have now started using R and it gives me a feeling of python :) The results are below but I am not sure how should I go from ...
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1answer
218 views

Generating a log-normally distributed pseudorandomly generated data set

The feedback I received from my initial post seemed to indicate that my question was ill-posed. Hence, I would like to clarify what I am doing and how I hope to achieve it. I'm running some ...
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152 views

Model Building: Missing Data or Large Gap between data points

I am currently trying to build a model using a data set that has large gap between data points. When I look for the correlation I clearly see a negative regression line. But I am worried about the gap ...
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1answer
1k views

Expected value and variance of log(a)

I have a random variable $X(a) = \log(a)$ where a is normal distributed $\mathcal N(\mu,\sigma^2)$. What can I say about $E(X)$ and $Var(X)$? An approximation would be helpful too.
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High kurtosis, skewness and outliers

Currently I am working on my master this which is about excess returns (Sharpe ratio) of Asian REITs. I just transformed all the data in variables which are ready to use in SPSS. In the panel data ...
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1answer
128 views

Is there a way in python/java/scala to convert/normalize log normal distribution into normal distribution?

We have a data set that looks like a lognormal distribution when we plot it. We would like to convert/normalize the distribution into normal distribution and see what feature weight got enhanced. It ...
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184 views

What is the Survival Function using SAS LIFEREG with lognormal distribution?

I am trying to plot the survival curve using output from PROC LIFEREG with a lognormal distribution. Is my formula for the survival function (prob[i], where i is time) correct? Below is my SAS code. ...
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Are log-log models the same as lognormal models?

I have a dataset that I want to fit according to $$\log(y) = a + b_1\log(x_1) + b_2\log(x_2) +\cdots + b_k\log(x_k).$$ My statistical package has options to do a linear regression and lognormal. I ...