# Questions tagged [lognormal]

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

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### From log.normal to normal [duplicate]

I have the following issue. With a Monte Carlo simulation I have generated a data set, x values and their frequencies. When I plot the histogram I noticed that the shape of the distribution is skewed....
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### Can distributions that are in the exponential family, but not the natural exponential family, be formed as GLM?

The lognormal and beta distributions are in the exponential family but not the natural exponential family. Generalized Linear Models are often advertised as being models for response variables that ...
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### Strange connection between Bernouilli, Uniform and Geometric distributions

Final update on 11/29/2019: I have worked on this a bit more, and wrote an article summarizing all the main findings. You can read it here. Let us consider $Z = X_1 + X_1 X_2 + X_1 X_2 X_3 +\cdots$ ...
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### Positive sums of small quantities at low resolution

Many measured continuous quantities are in fact sums of discrete events measured with insufficient resolution (e.g. electric current) and thus conveniently modeled by continuous probability ...
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### Distribution for strictly positive variables

What are equivalents of the normal distribution when working with strictly positive quantities? That is the distributions that are: 1. Mathematically convenient to work with 2. The random variable ...
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### Correlation between log normal variables and a normal variable

I have a variable $z$ given by: $z=\sum_{i=1}^n z_i$ where $z_i$ are random variables with $z_i \sim N\left(0,1\right)$. Then it will be $z \sim N(0,n)$ and the correlation between a variable $z_i$ ...
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### The product of 3 lognormals coming from tri-variate normal distribution [duplicate]

My question is similar to this one The product of two lognormal random variables, but I'd like to do it with three lognormals. The referenced question cannot be applied twice since the correlation ...
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### If $X$ has a log-normal distribution, what is the distribution of $Y=\exp X$?

I'm just looking for the name of this distribution, assuming it has a name. I call it the log-log normal distribution, for lack of a better term. It's support domain is $[1, \infty]$.
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### Multivariate Bayesian Car Model Result

I have developed a multivariate Bayesian Car model for three crash severity level analysis. I found that the covariance for both heterogenous effects and the spatial effect is not significant for any ...
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### For lognormal distribution which one is preferred? Log 10 or Ln or Log 2?

I want to perform a linear regression analysis. The distributions of data for all continuous variables are not normal. The tail of graph is to the right and thre highest point of graph is due to the ...
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### Convert median absolute deviation (MAD) to SD for log-normal distribution

How do I convert the $\text{MAD}$ (median absolute deviation from the median) of data that is drawn from a log-normal distribution to the standard deviation of a log-normal distribution? To clarify, ...
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### Estimating parameters for the product of a lognormal random variable and a uniform r.v

Suppose I have a random variable which I suspect is the product of a lognormally distributed random variable $X$ and an independent uniformly distributed variable $U(0, 1)$. (The variables are the ...