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

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Difference of two i.i.d. lognormal random variables

Let $X_1$ and $X_2$ be 2 i.i.d. r.v.'s where $\log(X_1),\log(X_2) \sim N(\mu,\sigma)$. I'd like to know the distribution for $X_1 - X_2$. The best I can do is to take the Taylor series of both and ge …
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