# Questions tagged [lognormal]

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

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### Generating random numbers that are log-normally distributed

Even though I don't quite understand why and how this works, I appreciate how simple it is to generate a set of numbers which are Poisson distributed: ...
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### 2 parameters to generate lognorma, but get 3 when fitting a series [closed]

I'm confused by the behavior of these two functions, used to generate a random lognormal series and fitting the same series to lognormal. When generating a lognormal series, it only gets two ...
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### Is there something like z-value for log-normal distributions?

I'm looking for a reasonable way to measure how unlikely a data point is assuming it's generated by a random variable that follows log-normal. Do we have something like Z-value for normal distribution ...
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### Use of Kurtosis statistic for understanding lognormality

To help clarify my understanding of this statistic, I'd appreciate feedback on the rationale presented here. Assume we have a distribution that seems potentially lognormal. Checking the median against ...
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### Lognormal GLM and variance estimation

I'm modeling an outcome with a positively-skewed distribution. I have chosen to use a GLM with a lognormal distribution and the identity link. Note: I am not log-transforming the outcome variable ...
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### Correlation between normal and log-normal variables

(This is not a homework question.) Let $(X_1 \sim N(\mu_1,\sigma_1), X_2 \sim N(\mu_2, \sigma_2))$ be a bivariate normal random variable with the correlation between $X_1$ and $X_2$ given by $\rho$. ...
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### How to calculate mean and sd of lognormal distribution based on meanlog and sdlog? [duplicate]

Lognormal distribution as below: estimate meanlog 6.0515 sdlog 0.3703 How to calculate the mean and <...
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### Justification for use of non-conjugate priors?

Google searches gives no results to this question and there is the opposite question in this site, which makes me think this has an intuitive response I am missing. In most course notes and responses ...
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### Mixture model for a mix of normal and lognormal distributions in R

I have a distribution composed of a mixture of a normal distribution and a log-normal distribution. A simulated example that looks quite similar to what I will expect in the real data would be: ...
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### Proportional hazards model with lognormal baseline hazard in R?

I would like to fit a proportional hazards model with log normal baseline hazard in R. I have found several options for the semiparametric Cox proportional hazards, but I have not found a package to ...
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### Impact of correlation bounds for Monte Carlo simulations

As the lognormal distribution imposes bounds of attainable correlations as discussed in Attainable correlations for lognormal random variables my question would be what happens if say we want to do a ...
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### Lognormal distribution correlation bounds on monte carlo simulations of the minimum variance hedge ratio

As the lognormal distribution imposes bounds of attainable correlations as discussed in Attainable correlations for lognormal random variables my question would be what happens if say we want to do a ...
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### Survivor function for log-normal from flexsurvreg output

I am trying to plot/generate a survival curve in Excel using the output from flexsurvreg in R. The below is a snapshot from R with the corresponding estimates (y axis values) for the time (x axis ...
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### Expected value of a sum of random variables raised by $e$?

There is a function $y$ defined $$y=\exp(-\boldsymbol{\alpha}'\mathbf{b})\:\:;\:\:\:\:y\in(0,\infty)$$ where $\boldsymbol{\alpha}$ is a vector of random variables and $\mathbf{b}$ is a vector of non-...
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### Undefined MGF but all moments finite?

For the lognormal distribution: https://en.wikipedia.org/wiki/Log-normal_distribution The moment generating function is undefined, but all the moments exist and are finite. I thought the moment ...
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### Probability for the Quotient of two lognormal distributions (Analytical vs Monte Carlo)

I am struggling on a problem for some time now and any help would be highly appreciated. From an "easy" problem, known to have a closed-form solution, I find strange the existence of such a huge ...
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### what is the distribution of the log of a normal distribution? [duplicate]

if you exponentiate a normal distribution, Y=exp{X} where X is a normally distributed random variable (RV), then Y is log-normally distributed. What is the ...
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### Why do poweRlaw and fitdistrplus differ in fitted lognorm parameters

I am trying to evaluate whether a power-law fit is appropriate for some data of lake areas that we have, and whether the theoretically supported alternative of the log-normal, at least at the tails, ...
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### Specifying log-normal distribution for GLM/GLMM using lme4 package

I am aware that this question has been asked before (How to specify a lognormal distribution in the glm family argument in R?) however there was no definitive answer, thus I am asking again in the ...
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### How to convert log distribution to Normal Distribution

I have tried Box-Cox , exp, log etc but some features are not converting into normal distributions Please suggest me some alternative option .. As you can see in second and third graph it is not ...
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### Data normalization for linear regression

I'm currently writing my thesis on the comparison of ultrasound measurements with DEXA scan measurements for specific fat distributions (40 participants). I would like to perform a linear regression ...
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### Interpreting truncated normal and lognormal coefficients

I am running a truncated normal regression and a lognormal regression as the second part of a double hurdle model. The dependent variable is transaction revenue and I have several independent ...
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### How can I make a probability paper plot of a log-normally distributed variable?

My company has software that can take a vector of samples and easily create a probability plot of the data and the least-squares or method of moments fit of the data. However, I need to be able to ...
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### One-way ANOVA or Kruskal Wallis in SPSS for non-normal data that shows no homogeneity of variance?

I have fisheries catch data that I need to analyse for my thesis. I already did meta-analysis in Excel, and got some main trends and percentiles out of it. For other stats I am using SPSS. I was ...
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### Comparing Discrete Lognormal Distributions

Is it possible to have the following: Create an approximation of the discrete lognormal distribution? Given a discrete distribution in the form of a histogram, is it possible to compare its ...