# Tagged Questions

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

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### Is the multiple of a lognormally distributed variable also lognormally distributed?

If $X$ is distributed normally $N(\mu,\sigma^2)$ then the variable $Y = \exp(X)$ is lognormally distributed. If the variable $Y$ is multiplied by some constant $C$: $$D = CY$$ Is the variable $D$ ...
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### Tail probability for heavy tailed distributions

For some data (where I have the mean and standard deviation) I currently estimate the probability of getting samples greater than some x by using the Q function; i....
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### Lognormal Distribution & Probability

Lognormal Probability: 2 Part Question for a Newbie: 1.) Assume I have a vector that I suspect is already logNormal (I didn't transform it) and I want to get the mean and variance. From what I ...
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### How to transform one PDF into another graphically?

To understand what I mean, let's use two well-known distributions: the normal and lognormal ones. From the dataset point of view, if you take normally-distributed data and take their exponential, you ...
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### Why is the arithmetic mean smaller than the distribution mean in a log-normal distribution?

So, I have a random process generating log-normally distributed random variables $X$. Here is the corresponding probability density function: I wanted to estimate the distribution of a few moments ...
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### Get covariance from conditional covariance for lognormal (and other) observations?

Consider lognormal random variables $X_1$ and $X_2$ with correlation coefficient $ρ$ and a partial observation sample of them of length N, the sample being partial because it only contains occurrences ...
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### log percent change of univariate data

wondering if you can help me decide on the right metric to report. I am comparing multiple treatments, the measured variable is logarithmic so I take the log of my measurements and do ANOVA on the ...
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### What are some of the more popular variable transformations and why/when are they used (to handle what types of distribution problems)?

Like the title states, I'm interested in learning about the more popular data transformation techniques. I know the internet is abound in this information, but I'd like to hear from those working ...
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### Equivalent of a flipped lognormal distribution

What distribution could represent a "flipped" (skewed left) lognormal distribution? For ex: what name would you do to the distribution in the figure below? I fitted the histogram with a Beta ...
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### Multivariate log-normal probabiltiy density function (PDF)

The Multivariate Gaussian pdf is given by $$(2\pi)^{-\frac{K}{2}} \det(\Sigma)^{-\frac{1}{2}} \exp({-\frac{1}{2}}(X-\mu)' \Sigma^{-1} (X-\mu))$$ The wikipedia for multivariate Gaussians is here ...
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### skewness and hypothesis testing (t-test and anova)

Some of my variables are heavily positive skewed (left skewed). With log transformation, some are closer to normal distribution, but some are still positively skewed, though not that bad before log ...
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### Bias of moment estimator of lognormal distribution

I am doing some numerical experiment that consists in sampling a lognormal distribution $X\sim\mathcal{LN}(\mu, \sigma)$, and trying to estimate the moments $\mathbb{E}[X^n]$ by two methods: Looking ...
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### Approximate Order Statistics for lognormal variables

Are there any known formulas that approximate the expected value of the maximum of $N$ i.i.d. lognormal random variables? I am looking for something similar to: Approximate order statistics for ...
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### Expectation of two identical lognormal distributions

I would like to compute the conditional expectation (on an interval from $c$ to $\infty$) of the minimum of two log normal distributions. Denote $X_1$, $X_2 \sim LN(0, \sigma)$, the associated ...
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### Name for exp(log normal) distribution

If the log of a dataset fits a normal distribution, then the data is said to be log normal. If the log of a dataset fits a log normal distribution, is the data said to be log log normal? Is there a ...
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### Transformation from Normal to LogNormal in R

I need to generate random numbers from LogNormal distribution by using transformation with Normal. Although I tried some way, it didn't work. How can I make it ?
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### Taylor Expansion of Power of Cumulative Log Normal Distribution Function - Show Lagrange Remainder tends to Zero

QUESTION I am looking to find a simplification of the expression below. I have attempted this using the Taylor series. The question then remains if we can show the Lagrange remainder goes to zero. I ...