Timeline for If log X - log Y - log Z is distributed normally, then how is X / (Y * Z) distributed?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| May 2, 2014 at 7:09 | comment | added | Glen_b | Yes. Wikipedia says: "a log-normal [...] distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed." | |
| May 2, 2014 at 6:59 | vote | accept | rhombidodecahedron | ||
| May 2, 2014 at 6:15 | history | edited | Glen_b | CC BY-SA 3.0 |
added 116 characters in body
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| May 2, 2014 at 5:59 | comment | added | rhombidodecahedron | Oh. So exp(W) is log-normally distributed then? | |
| May 2, 2014 at 5:49 | comment | added | Glen_b | Well, $X$ is $W$ and $Y$ is $\exp(W)$. Further, you know what the inverse function of $\exp$ is already. | |
| May 2, 2014 at 5:31 | comment | added | rhombidodecahedron | So in this case, $\phi$ is $\exp$ and $E$ is $W$ and so $p_y(y) = p_W(\exp^{-1}(y)) |\frac{d \exp^{-1}}{dy}|$ ... ? | |
| May 2, 2014 at 4:59 | history | answered | Glen_b | CC BY-SA 3.0 |