The lognormal tag has no wiki summary.
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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
102 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 ...
3
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1answer
53 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 ...
3
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1answer
66 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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53 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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47 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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3answers
158 views
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 ...
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2answers
60 views
Bias in Estimators of Lognormal
I am modelling a process distributed as a 2 parameter lognormal distribution; determining the parameters by maximum likelihood.
I have simulated the bias in the estimators (logmean and logsd) as well ...
1
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1answer
74 views
Two general questions about log-normal distributions: shift and mixture
I have the two following questions:
Imagine I have two sets of observations, and both sets have a lognormal distribution. Now, given I look at the union of the two sets - is the distribution still a ...
2
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1answer
56 views
Multiplication log normal and logarithmic function
Assume that $w$ follows a lognormal distribution $f(x)$. Given $a>0$, can the function:
$$
\int_ {x_0}^\infty \log(1+a\cdot x)\cdot f(x)\cdot dx
$$
be written in a closed form?
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1answer
53 views
Log-normal distribution and neural connections
I have some data from neuroscience, to be more precise a set of data which represents the connections between brain cells (so called "axons"). These connections form a binary tree as depicted below. ...
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1answer
115 views
Lognormal Distribution as Maximum Entropy Probability Distribution
According to the wikipedia article on the lognormal distribution, the lognormal distribution is "the maximum entropy probability distribution for a random variate $X$ for which the mean and variance ...
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2answers
50 views
Puzzled by derivation of time series prediction based on its log
From Introductory Time Series with R:
If the random variation is modelled by a multiplicative factor and the variable is positive, an additive decomposition model for $\log(x_t)$ [where $x_t$ is ...
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0answers
171 views
Robust parameter estimation for shifted log normal distribution
I have a data set which fits a logNormal distribution quite well. (From a theoretical point of view, it is some hard-to-tackle quotient distribution).
However, the data is quite dirty, so parameter ...
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0answers
47 views
Correlation of lognormal processes
Proposition: If X(t) is a lognormal process then corr(X(t),1/X(t))=-1.
What is a lognormal process? What are the differences between a lognormal process and a lognormal distribution?
Can anybody ...
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1answer
94 views
Pearson correlation of one log-transformed variable
Consider two $X$ and $Y$ that are bivariate lognormal. Is there a way to express $\newcommand{\Cov}{\mathrm{Cov}}\Cov(\log(X),Y)$ in terms of $\Cov(X,Y)$, even if an approximation must be made?
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151 views
Transforming Percent Change: Lognormal Distribution?
I am dealing with a dependent variable relating to the price of an asset and the percent change in the price of that asset. The problem with this type of analysis, like when stocks are the unit of ...
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130 views
Lognormal curve fitting
Ok I am guessing this is a trivial question however having pondered it for a few days the only thing I have become clear on is my lack of statistical prowess. Yesterday I asked a question on fitting ...
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1answer
350 views
Linear model with log-transformed response vs. generalized linear model with log link
In this paper titled "CHOOSING AMONG GENERALIZED LINEAR MODELS APPLIED TO MEDICAL DATA" the authors write:
In a generalized linear model, the mean is transformed, by the link
function, instead ...
6
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1answer
202 views
Obtaining a log-normal waiting time via sequential exponential or gamma distributions - is it possible?
Assume you've use a accelerated failure time model to find that the transition of subjects from State A to State B is log-normally distributed with parameters $\mu$ = X and $\sigma$ = Y.
This now ...
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1answer
186 views
Applying log-transformation when comparing two populations
I have a survey data containing two samples drawing from two populations (or the same population but at different time series). Based on these two samples, I would like to estimate the total and its ...
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1answer
67 views
What is the distribution that can properly describe the PE fluctuation of a stock
I have observed the historical PE (price / profit) value of a stock and realized that it roughly follows a log normal distribution. However, even when the next earning data point is easily ...
2
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1answer
126 views
Sanity check question about correlation between log-normal random variables
Recently I came across the following result in a paper, which I can't seem to find right.
Anyway the authors had cited Distributions in Statistics: Continuous Multivariate Distributions by Johnson ...
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1answer
125 views
Joint Relationships between log normal variables and their Gaussian counter parts
I am wondering if two dependent log normal variables $X$ and $Y$ are jointly log-normal would there Gaussian counter parts as in $\ln X$ and $\ln Y$ be jointly normal ? Also what about the converse as ...
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0answers
96 views
computing slope on heavy tailed lognormal distribution
I have a heavy tailed logNormal distribution and i want to know if it's possible to make a linear regression in order to compute R² and slope for this data.
I make my linear regression on computed ...
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1answer
243 views
How do you compute expected value of arbitrary distributions in scipy?
Suppose I have a python function using scipy that returns the expectation $E\left[ X \right]$ for some data assuming it is gamma distributed:
...
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1answer
290 views
Code Problem in Lognormal Bayesian Model in JAGS/WinBUGS
I have a data set with 853 units. Below, a small sample of it:
y
...
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4answers
347 views
Lognormal distribution from world bank quintiles PPP data
I am not a stats person.
The world bank has data giving PPP (personal purchasing parity, or something like that) for quintiles (actually first 10%, second 10%, 2nd, 3rd, 4th 20%, 9th 10% and 10th ...
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1answer
340 views
Lognormal Standard Error
What is the Standard Error of the Lognormal distribution? I am particularly interested in comparing two probabilities from the distribution. I have the two proportions based on experiments, in general ...
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1answer
233 views
Can I assume (log-)normality for this sample?
Here's a Q-Q plot for my sample (notice the logarithmic Y axis); $n = 1000$:
As pointed out by whuber, this indicates that the underlying distribution is left-skewed (the right tail is shorter).
...
1
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1answer
593 views
How do you calculate the expected value of mixed lognormal distribution?
Suppose $X=\log(Y)$ can be modeled by a mixture of two normal distributions with proportion $p$ of $X_1$ and proportion $1-p$ of $X_2$, where $X_1\sim\mathcal N(U_1, \sigma^2_1)$ and $X_2\sim\mathcal ...
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Specifying the linear predictor, survival function and PDF of a log-normal survival distribution
Continuing on my exploration of the log-normal distribution, I'm working on reimplementing some code originally written for a Weibull/Exponential model for a log-normal model. Among the things it does ...
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2answers
2k views
How do I calculate a confidence interval for the mean of a log-normal data set?
I've heard/seen in several places that you can transform the data set into something that is normal-distributed by taking the logarithm of each sample, calculate the confidence interval for the ...
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1answer
326 views
If $X$ has a log-normal distribution, does $X-c$ also have a log-normal distribution?
Let's say $X$ has a log-normal distribution and there is one real positive number $c$. then is it right to say that $(X -c)$ also has some log-normal distribution? My feeling is that, it can't be, ...
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1answer
278 views
Parameters’ uncertainty for small sample size
Suppose we have a small set of numbers (5 to 10 observations), and we’re trying to fit a distribution to this set. Also, we know that all numbers are positive. I tried to fit lognormal, but I’m not ...
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3answers
428 views
Priors for log-normal models
I am trying to determine what the most appropriate non-informative priors are for the two parameters of a log-normal distribution (for an accelerated failure time model). I had been working with a ...
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1answer
614 views
How to fit a multivariate lognormal distribution to a given dataset
Given a dataset X with N observations in 11 dimensions, where each variable is restricted to be >= 0, how is it possible to fit an 11-dimensional log-normal distribution to this dataset?
I only found ...
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2answers
208 views
Arbitrariness of Euler's number in exponential of log-normal distribution
The Wikipedia article of the log-normal distribution says
If $X$ is a random variable with a normal distribution, then $Y = \exp(X)$
has a log-normal distribution; likewise, if $Y$ is
...
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1answer
74 views
How do I make power computation for testing differnce between two log normal means with R? [closed]
I want to do power computation for testing differnce between two log normal means with R. Can you write using R code?
best wishes...
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0answers
633 views
Interpreting the difference between lognormal and power law distribution (network degree distribution)
First off, I'm not a statistician. However, I have been doing statistical network analysis for my PhD.
As part of the network analysis, I plotted a Complementary Cumulative Distribution Function ...
3
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2answers
320 views
How do I estimate the parameters of a log-normal distribution from the sample mean and sample variance
Given the sample mean $\bar{x}$ and the sample variance $s^2$ of a random variable $X$, is it possible to estimate the shape $\sigma^2$ and log-scale $\mu$ of the log-normal distribution, with ...
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2answers
464 views
Mean and variance of log-binomial distribution
If X is a random variable with a normal distribution, then Y = exp(X) has a log-normal distribution.
Likewise if X is a random variable with a binomial distribution, then Y = exp(X) has a ...
5
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1answer
160 views
Sum of lognormal distributed insurance claims
For a method calculating expected claims in insurance I have to assume lognormal distribution. For testing I would use annual cumulated data. With a small sample capped at 20 years, my idea is to use ...
3
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2answers
3k views
Is a log transformation a valid technique for t-testing non-normal data?
In reviewing a paper, the authors state, "Continuous outcome variables exhibiting a skewed distribution were transformed, using the natural logarithms, before t tests were conducted to satisfy the ...
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1answer
415 views
Base-10 lognormal PDF integrated over log10(x)
From what I understand, the lognormal probability density function in base-10 is mathematically defined thus:
$$
p(x; \mu, \sigma) = \frac{log_{10}(e)}{x \sigma \sqrt{2 \pi}} e^{-\frac{(log_{10}(x) ...
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1answer
160 views
Can lognormal + constant be still considered lognormal?
In one of my computations (result of GLM with some model values replaced with observations) I resulted with a distribution that is a lognormal distribution plus some constant. Can I still speak of ...
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4answers
2k views
How to specify a lognormal distribution in the glm family argument in R?
Simple question: How to specify a lognormal distribution in the GLM family argument in R?
I could not find how this can be achieved. Why is lognormal (or exponential) not an option in the family ...
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2answers
197 views
For lognormal data, what are necessary sample sizes for a difference in means between treatment / control
Given a population to be divided between treatment / control, if I believe a variable is distributed lognormal in the population, how do I know what the necessary control size is in order to guarantee ...
