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Results tagged with lognormal-distribution
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user 134196
A lognormal distribution is the distribution of a random variable whose logarithm has a normal distribution.
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Is there an analytical solution for the Kullback-Leibler-Divergence with two univariate Logn... [duplicate]
The KL is given by: $D_{\mathrm{KL}}(P\|Q) = \int_X p \, \log \frac{p}{q} \, d\mu.$
The PDF of a Lognormal distribution is given by: $P = \frac 1 x \cdot \frac 1 {\sigma\sqrt{2\pi\,}} \exp\left( -\fr …
