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Log-normal distribution
In probability theory, a log-normal
Log-normal distribution
(or lognormal) distribution is a
continuous probability distribution of Probability density function
a random variable whose logarithm is
normally distributed. Thus, if the
random variable X is log-normally
distributed, then Y = ln(X) has a
normal distribution.[2][3]
Equivalently, if Y has a normal
distribution, then the exponential
function of Y, X = exp(Y) , has a log-
normal distribution. A random
variable which is log-normally
distributed takes only positive real
values. It is a convenient and useful
model for measurements in exact and
engineering sciences, as well as Identical parameter but differing parameters
medicine, economics and other topics
Cumulative distribution function
(e.g., energies, concentrations,
lengths, prices of financial
instruments, and other metrics).

The distribution is occasionally

referred to as the Galton
distribution or Galton's
distribution, after Francis Galton.[4]
The log-normal distribution has also
been associated with other names,
such as McAlister, Gibrat and Cobb–
Douglas.[4]

A log-normal process is the statistical

realization of the multiplicative
product of many independent random
Notation
variables, each of which is positive.
This is justified by considering the Parameters (logarithm of scale),
central limit theorem in the log
domain (sometimes called Gibrat's Support
law). The log-normal distribution is PDF
the maximum entropy probability

CDF

Quantile

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distribution for a random variate X— Mean

for which the mean and variance of
ln(X) are specified.[5] Median
Mode
Definitions Variance
Skewness
Generation and parameters
Excess
Let be a standard normal variable,
kurtosis
and let and be two real numbers,
Entropy
with . Then, the distribution of
the random variable
MGF defined only for numbers with a
non-positive real part, see text
CF
is called the log-normal distribution representation
with parameters and . These are
is asymptotically divergent, but adequate
the expected value (or mean) and
standard deviation of the variable's for most numerical purposes

natural logarithm, not the expectation Fisher

and standard deviation of itself. information

This relationship is true regardless of Method of

the base of the logarithmic or Moments
exponential function: If is
normally distributed, then so is
for any two positive
numbers Likewise, if is
log-normally distributed, then so is
where . Expected
shortfall
In order to produce a distribution
with desired mean and variance [1]

one uses

and

Alternatively, the "multiplicative" or "geometric" parameters and can be used.

They have a more direct interpretation: is the median of the distribution, and is useful
for determining "scatter" intervals, see below.

Probability density function

A positive random variable is log-normally distributed (i.e., ), if
the natural logarithm of is normally distributed with mean and variance

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Let and be respectively the cumulative

probability distribution function and the
probability density function of the
standard normal distribution, then we have
that[2][4] the probability density function of the
log-normal distribution is given by:

Relation between normal and log-normal distribution. If

is normally distributed, then is
log-normally distributed.

Cumulative distribution function

The cumulative distribution function is

where is the cumulative distribution function of the standard normal distribution (i.e.,
).

This may also be expressed as follows:[2]

where erfc is the complementary error function.

Multivariate log-normal
If is a multivariate normal distribution, then has a multivariate log-
normal distribution.[6][7] The exponential is applied elementwise to the random vector . The
mean of is

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and its covariance matrix is

Since the multivariate log-normal distribution is not widely used, the rest of this entry only deals
with the univariate distribution.

Characteristic function and moment generating function

All moments of the log-normal distribution exist and

This can be derived by letting within the integral. However, the log-normal
distribution is not determined by its moments. [8] This implies that it cannot have a defined
moment generating function in a neighborhood of zero.[9] Indeed, the expected value is not
defined for any positive value of the argument , since the defining integral diverges.

The characteristic function is defined for real values of t, but is not defined for any complex
value of t that has a negative imaginary part, and hence the characteristic function is not analytic at
the origin. Consequently, the characteristic function of the log-normal distribution cannot be
represented as an infinite convergent series.[10] In particular, its Taylor formal series diverges:

However, a number of alternative divergent series representations have been

obtained.[10][11][12][13]

A closed-form formula for the characteristic function with in the domain of convergence is
not known. A relatively simple approximating formula is available in closed form, and is given
by[14]

where is the Lambert W function. This approximation is derived via an asymptotic method, but
it stays sharp all over the domain of convergence of .

Properties

Probability in different domains

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The probability content of a log-normal distribution in any

arbitrary domain can be computed to desired precision by first
transforming the variable to normal, then numerically
integrating using the ray-trace method.[15] (Matlab code (http
s://www.mathworks.com/matlabcentral/fileexchange/84973-i
ntegrate-and-classify-normal-distributions))

Probabilities of functions of a log-normal variable

Since the probability of a log-normal can be computed in any
domain, this means that the cdf (and consequently pdf and
inverse cdf) of any function of a log-normal variable can also be
computed.[15] (Matlab code (https://www.mathworks.com/mat
labcentral/fileexchange/84973-integrate-and-classify-normal-
distributions))

Geometric or multiplicative moments

The geometric or multiplicative mean of the log-normal
distribution is . It equals the median. The
geometric or multiplicative standard deviation is
. [16][17]

By analogy with the arithmetic statistics, one can define a

geometric variance, , and a geometric
coefficient of variation, [16] , has been
proposed. This term was intended to be analogous to the
coefficient of variation, for describing multiplicative variation
in log-normal data, but this definition of GCV has no
theoretical basis as an estimate of itself (see also
Coefficient of variation).

Note that the geometric mean is smaller than the arithmetic

mean. This is due to the AM–GM inequality and is a
consequence of the logarithm being a concave function. In fact, a. is a log-normal variable with
. is
computed by transforming to the
normal variable , then
[18] integrating its density over the
domain defined by (blue
regions), using the numerical
In finance, the term is sometimes interpreted as a
method of ray-tracing.[15] b & c. The
convexity correction. From the point of view of stochastic pdf and cdf of the function of
calculus, this is the same correction term as in Itō's lemma for the log-normal variable can also be
geometric Brownian motion. computed in this way.

Arithmetic moments
For any real or complex number n, the n-th moment of a log-normally distributed variable X is
given by[4]

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Specifically, the arithmetic mean, expected square, arithmetic variance, and arithmetic standard
deviation of a log-normally distributed variable X are respectively given by:[2]

The arithmetic coefficient of variation is the ratio . For a log-normal distribution it is

equal to[3]

This estimate is sometimes referred to as the "geometric CV" (GCV),[19][20] due to its use of the
geometric variance. Contrary to the arithmetic standard deviation, the arithmetic coefficient of
variation is independent of the arithmetic mean.

The parameters μ and σ can be obtained, if the arithmetic mean and the arithmetic variance are
known:

1 2 2
A probability distribution is not uniquely determined by the moments E[Xn] = enμ + 2 n σ for
n ≥ 1. That is, there exist other distributions with the same set of moments.[4] In fact, there is a
whole family of distributions with the same moments as the log-normal distribution.

Mode, median, quantiles

The mode is the point of global maximum of the probability density function. In particular, by
solving the equation , we get that:

Since the log-transformed variable has a normal distribution, and quantiles are
preserved under monotonic transformations, the quantiles of are

where is the quantile of the standard normal distribution.

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Specifically, the median of a log-normal distribution is

equal to its multiplicative mean,[21]

Partial expectation
The partial expectation of a random variable with
respect to a threshold is defined as

Comparison of mean, median and mode of

two log-normal distributions with different
Alternatively, by using the definition of conditional skewness.
expectation, it can be written as
. For a log-normal
random variable, the partial expectation is given by:

where is the normal cumulative distribution function. The derivation of the formula is provided
in the Talk page. The partial expectation formula has applications in insurance and economics, it is
used in solving the partial differential equation leading to the Black–Scholes formula.

Conditional expectation
The conditional expectation of a log-normal random variable —with respect to a threshold —is
its partial expectation divided by the cumulative probability of being in that range:

Alternative parameterizations
In addition to the characterization by or , here are multiple ways how the log-normal
distribution can be parameterized. ProbOnto, the knowledge base and ontology of probability
distributions[22][23] lists seven such forms:
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LogNormal1(μ,σ) with mean, μ,

and standard deviation, σ, both on
the log-scale [24]

Overview of parameterizations of the log-normal distributions.

LogNormal2(μ,υ) with mean, μ, and variance, υ, both on the log-scale

LogNormal3(m,σ) with median, m, on the natural scale and standard deviation, σ, on the log-
scale[24]

LogNormal4(m,cv) with median, m, and coefficient of variation, cv, both on the natural scale

LogNormal5(μ,τ) with mean, μ, and precision, τ, both on the log-scale[25]

LogNormal6(m,σg) with median, m, and geometric standard deviation, σg, both on the natural
scale[26]

LogNormal7(μN,σN) with mean, μN, and standard deviation, σN, both on the natural scale[27]

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Examples for re-parameterization

Consider the situation when one would like to run a model using two different optimal design
tools, for example PFIM[28] and PopED.[29] The former supports the LN2, the latter LN7
parameterization, respectively. Therefore, the re-parameterization is required, otherwise the two
tools would produce different results.

For the transition following formulas hold and

.

For the transition following formulas hold

and .

All remaining re-parameterisation formulas can be found in the specification document on the
project website.[30]

Multiple, reciprocal, power

Multiplication by a constant: If then
for
Reciprocal: If then
Power: If then for

Multiplication and division of independent, log-normal random variables

If two independent, log-normal variables and are multiplied [divided], the product [ratio]
is again log-normal, with parameters [ ] and , where .
This is easily generalized to the product of such variables.

More generally, if are independent, log-normally distributed

variables, then

Multiplicative central limit theorem

The geometric or multiplicative mean of independent, identically distributed, positive random
variables shows, for , approximately a log-normal distribution with parameters
and , assuming is finite.

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In fact, the random variables do not have to be identically distributed. It is enough for the
distributions of to all have finite variance and satisfy the other conditions of any of the
many variants of the central limit theorem.

This is commonly known as Gibrat's law.

Other
A set of data that arises from the log-normal distribution has a symmetric Lorenz curve (see also
Lorenz asymmetry coefficient).[31]

The harmonic , geometric and arithmetic means of this distribution are related;[32] such
relation is given by

Log-normal distributions are infinitely divisible,[33] but they are not stable distributions, which can
be easily drawn from.[34]

Related distributions
If is a normal distribution, then
If is distributed log-normally, then is a normal
random variable.
Let be independent log-normally distributed variables with possibly
varying and parameters, and . The distribution of has no closed-form
expression, but can be reasonably approximated by another log-normal distribution at the
right tail.[35] Its probability density function at the neighborhood of 0 has been characterized[34]
and it does not resemble any log-normal distribution. A commonly used approximation due to
L.F. Fenton (but previously stated by R.I. Wilkinson and mathematically justified by Marlow[36])
is obtained by matching the mean and variance of another log-normal distribution:

In the case that all have the same variance parameter , these formulas simplify to

For a more accurate approximation, one can use the Monte Carlo method to estimate the
cumulative distribution function, the pdf and the right tail.[37][38]

The sum of correlated log-normally distributed random variables can also be approximated by a
log-normal distribution
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If then is said to have a Three-parameter log-normal

distribution with support .[39] , .
The log-normal distribution is a special case of the semi-bounded Johnson's SU-distribution.[40]
If with , then (Suzuki
distribution).
A substitute for the log-normal whose integral can be expressed in terms of more elementary
functions[41] can be obtained based on the logistic distribution to get an approximation for the
CDF

This is a log-logistic distribution.

Statistical inference

Estimation of parameters
For determining the maximum likelihood estimators of the log-normal distribution parameters μ
and σ, we can use the same procedure as for the normal distribution. Note that

where is the density function of the normal distribution . Therefore, the log-likelihood
function is

Since the first term is constant with regard to μ and σ, both logarithmic likelihood functions, and
, reach their maximum with the same and . Hence, the maximum likelihood estimators are
identical to those for a normal distribution for the observations ,

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For finite n, the estimator for is unbiased, but the one for is biased. As for the normal
distribution, an unbiased estimator for can be obtained by replacing the denominator n by n−1 in
the equation for .

When the individual values are not available, but the sample's mean and standard
deviation s is, then the Method of moments can be used. The corresponding parameters are
determined by the following formulas, obtained from solving the equations for the expectation
and variance for and :

Interval estimates
The most efficient way to obtain interval estimates when analyzing log-normally distributed data
consists of applying the well-known methods based on the normal distribution to logarithmically
transformed data and then to back-transform results if appropriate.

Prediction intervals
A basic example is given by prediction intervals: For the normal distribution, the interval
contains approximately two thirds (68%) of the probability (or of a large sample),
and contain 95%. Therefore, for a log-normal distribution,

contains 2/3, and

contains 95% of the probability. Using estimated parameters, then approximately the same
percentages of the data should be contained in these intervals.

Confidence interval for μ*

Using the principle, note that a confidence interval for is , where is the
standard error and q is the 97.5% quantile of a t distribution with n-1 degrees of freedom. Back-
transformation leads to a confidence interval for ,

with

Extremal principle of entropy to fix the free parameter σ

In applications, is a parameter to be determined. For growing processes balanced by production
and dissipation, the use of an extremal principle of Shannon entropy shows that[42]

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This value can then be used to give some scaling relation between the inflexion point and
maximum point of the log-normal distribution.[42] This relationship is determined by the base of
natural logarithm, , and exhibits some geometrical similarity to the minimal surface
energy principle. These scaling relations are useful for predicting a number of growth processes
(epidemic spreading, droplet splashing, population growth, swirling rate of the bathtub vortex,
distribution of language characters, velocity profile of turbulences, etc.). For example, the log-
normal function with such fits well with the size of secondarily produced droplets during droplet
impact [43] and the spreading of an epidemic disease.[44]

The value is used to provide a probabilistic solution for the Drake equation.[45]

Occurrence and applications

The log-normal distribution is important in the description of natural phenomena. Many natural
growth processes are driven by the accumulation of many small percentage changes which become
additive on a log scale. Under appropriate regularity conditions, the distribution of the resulting
accumulated changes will be increasingly well approximated by a log-normal, as noted in the
section above on "Multiplicative Central Limit Theorem". This is also known as Gibrat's law, after
Robert Gibrat (1904–1980) who formulated it for companies.[46] If the rate of accumulation of
these small changes does not vary over time, growth becomes independent of size. Even if this
assumption is not true, the size distributions at any age of things that grow over time tends to be
log-normal. Consequently, reference ranges for measurements in healthy individuals are more
accurately estimated by assuming a log-normal distribution than by assuming a symmetric
distribution about the mean.

A second justification is based on the observation that fundamental natural laws imply
multiplications and divisions of positive variables. Examples are the simple gravitation law
connecting masses and distance with the resulting force, or the formula for equilibrium
concentrations of chemicals in a solution that connects concentrations of educts and products.
Assuming log-normal distributions of the variables involved leads to consistent models in these
cases.

Specific examples are given in the following subsections.[47] contains a review and table of log-
normal distributions from geology, biology, medicine, food, ecology, and other areas.[48] is a
review article on log-normal distributions in neuroscience, with annotated bibliography.

Human behavior
The length of comments posted in Internet discussion forums follows a log-normal
distribution.[49]
Users' dwell time on online articles (jokes, news etc.) follows a log-normal distribution.[50]
The length of chess games tends to follow a log-normal distribution.[51]

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Onset durations of acoustic comparison stimuli that are matched to a standard stimulus follow
a log-normal distribution.[18]

Biology and medicine

Measures of size of living tissue (length, skin area, weight).[52]
Incubation period of diseases.[53]
Diameters of banana leaf spots, powdery mildew on barley.[47]
For highly communicable epidemics, such as SARS in 2003, if public intervention control
policies are involved, the number of hospitalized cases is shown to satisfy the log-normal
distribution with no free parameters if an entropy is assumed and the standard deviation is
determined by the principle of maximum rate of entropy production.[54]
The length of inert appendages (hair, claws, nails, teeth) of biological specimens, in the
direction of growth.
The normalised RNA-Seq readcount for any genomic region can be well approximated by log-
normal distribution.
The PacBio sequencing read length follows a log-normal distribution.[55]
Certain physiological measurements, such as blood pressure of adult humans (after separation
on male/female subpopulations).[56]
Several pharmacokinetic variables, such as Cmax, elimination half-life and the elimination rate
constant.[57]
In neuroscience, the distribution of firing rates across a population of neurons is often
approximately log-normal. This has been first observed in the cortex and striatum [58] and later
in hippocampus and entorhinal cortex,[59] and elsewhere in the brain.[48][60] Also, intrinsic gain
distributions and synaptic weight distributions appear to be log-normal[61] as well.
Neuron densities in the cerebral cortex, due to the noisy cell division process during
neurodevelopment.[62]
In operating-rooms management, the distribution of surgery duration.
In the size of avalanches of fractures in the cytoskeleton of living cells, showing log-normal
distributions, with significantly higher size in cancer cells than healthy ones.[63]

Chemistry
Particle size distributions and molar mass distributions.
The concentration of rare elements in minerals.[64]
Diameters of crystals in ice cream, oil drops in mayonnaise, pores in cocoa press cake.[47]

Hydrology
In hydrology, the log-normal distribution is used to analyze
extreme values of such variables as monthly and annual
maximum values of daily rainfall and river discharge
volumes.[65]

The image on the right, made with CumFreq,

illustrates an example of fitting the log-normal Fitted cumulative log-normal
distribution to ranked annually maximum one-day distribution to annually maximum 1-
rainfalls showing also the 90% confidence belt day rainfalls, see distribution fitting
based on the binomial distribution.[66]

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The rainfall data are represented by plotting positions as part of a cumulative frequency
analysis.

Social sciences and demographics

In economics, there is evidence that the income of 97%–99% of the population is distributed
log-normally.[67] (The distribution of higher-income individuals follows a Pareto distribution).[68]
If an income distribution follows a log-normal distribution with standard deviation , then the
Gini coefficient, commonly use to evaluate income inequality, can be computed as

where is the error function, since , where is the

cumulative distribution function of a standard normal distribution.

In finance, in particular the Black–Scholes model, changes in the logarithm of exchange rates,
price indices, and stock market indices are assumed normal[69] (these variables behave like
compound interest, not like simple interest, and so are multiplicative). However, some
mathematicians such as Benoit Mandelbrot have argued [70] that log-Lévy distributions, which
possesses heavy tails would be a more appropriate model, in particular for the analysis for
stock market crashes. Indeed, stock price distributions typically exhibit a fat tail.[71] The fat
tailed distribution of changes during stock market crashes invalidate the assumptions of the
central limit theorem.
In scientometrics, the number of citations to journal articles and patents follows a discrete log-
normal distribution.[72][73]
City sizes (population) satisfy Gibrat's Law.[74] The growth process of city sizes is proportionate
and invariant with respect to size. From the central limit theorem therefore, the log of city size
is normally distributed.
The number of sexual partners appears to be best described by a log-normal distribution.[75]

Technology
In reliability analysis, the log-normal distribution is often used to model times to repair a
maintainable system.[76]
In wireless communication, "the local-mean power expressed in logarithmic values, such as dB
or neper, has a normal (i.e., Gaussian) distribution."[77] Also, the random obstruction of radio
signals due to large buildings and hills, called shadowing, is often modeled as a log-normal
distribution.
Particle size distributions produced by comminution with random impacts, such as in ball
milling.[78]
The file size distribution of publicly available audio and video data files (MIME types) follows a
log-normal distribution over five orders of magnitude.[79]
File sizes of 140 million files on personal computers running the Windows OS, collected in
1999.[80][49]
Sizes of text-based emails (1990s) and multimedia-based emails (2000s).[49]
In computer networks and Internet traffic analysis, log-normal is shown as a good statistical
model to represent the amount of traffic per unit time. This has been shown by applying a
robust statistical approach on a large groups of real Internet traces. In this context, the log-
normal distribution has shown a good performance in two main use cases: (1) predicting the
proportion of time traffic will exceed a given level (for service level agreement or link capacity
estimation) i.e. link dimensioning based on bandwidth provisioning and (2) predicting 95th
percentile pricing.[81]
in physical testing when the test produces a time-to-failure of an item under specified

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conditions, the data is often best analyzed using a lognormal distribution.[82][83]

See also
Heavy-tailed distribution
Log-distance path loss model
Modified lognormal power-law distribution
Slow fading

Notes
1. Norton, Matthew; Khokhlov, Valentyn; Uryasev, Stan (2019). "Calculating CVaR and bPOE for
common probability distributions with application to portfolio optimization and density
estimation" (http://uryasev.ams.stonybrook.edu/wp-content/uploads/2019/10/Norton2019_CVa
R_bPOE.pdf) (PDF). Annals of Operations Research. Springer. 299 (1–2): 1281–1315.
arXiv:1811.11301 (https://arxiv.org/abs/1811.11301). doi:10.1007/s10479-019-03373-1 (https://
doi.org/10.1007%2Fs10479-019-03373-1). S2CID 254231768 (https://api.semanticscholar.org/
CorpusID:254231768). Archived (https://web.archive.org/web/20210418151110/http://uryasev.a
ms.stonybrook.edu/wp-content/uploads/2019/10/Norton2019_CVaR_bPOE.pdf) (PDF) from the
original on 2021-04-18. Retrieved 2023-02-27 – via stonybrook.edu.
2. Weisstein, Eric W. "Log Normal Distribution" (https://mathworld.wolfram.com/LogNormalDistrib
ution.html). mathworld.wolfram.com. Retrieved 2020-09-13.
3. "1.3.6.6.9. Lognormal Distribution" (https://www.itl.nist.gov/div898/handbook/eda/section3/eda3
669.htm). www.itl.nist.gov. U.S. National Institute of Standards and Technology (NIST).
Retrieved 2020-09-13.
4. Johnson, Norman L.; Kotz, Samuel; Balakrishnan, N. (1994), "14: Lognormal Distributions",
Continuous univariate distributions. Vol. 1, Wiley Series in Probability and Mathematical
Statistics: Applied Probability and Statistics (2nd ed.), New York: John Wiley & Sons,
ISBN 978-0-471-58495-7, MR 1299979 (https://mathscinet.ams.org/mathscinet-getitem?mr=12
99979)
5. Park, Sung Y.; Bera, Anil K. (2009). "Maximum entropy autoregressive conditional
heteroskedasticity model" (https://web.archive.org/web/20160307144515/http://wise.xmu.edu.c
n/uploadfiles/paper-masterdownload/2009519932327055475115776.pdf) (PDF). Journal of
Econometrics. 150 (2): 219–230, esp. Table 1, p. 221. CiteSeerX 10.1.1.511.9750 (https://cites
eerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.511.9750). doi:10.1016/j.jeconom.2008.12.014
(https://doi.org/10.1016%2Fj.jeconom.2008.12.014). Archived from the original (http://www.wis
e.xmu.edu.cn/Master/Download/..%5C..%5CUploadFiles%5Cpaper-masterdownload%5C2009
519932327055475115776.pdf) (PDF) on 2016-03-07. Retrieved 2011-06-02.
6. Tarmast, Ghasem (2001). Multivariate Log–Normal Distribution (https://isi.cbs.nl/iamamember/
CD2/pdf/329.PDF) (PDF). ISI Proceedings: 53rd Session. Seoul. Archived (https://web.archive.
org/web/20130719214220/http://isi.cbs.nl/iamamember/CD2/pdf/329.PDF) (PDF) from the
original on 2013-07-19.
7. Halliwell, Leigh (2015). The Lognormal Random Multivariate (http://www.casact.org/pubs/foru
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Further reading
Crow, Edwin L.; Shimizu, Kunio, eds. (1988), Lognormal Distributions, Theory and Applications,
Statistics: Textbooks and Monographs, vol. 88, New York: Marcel Dekker, Inc., pp. xvi+387,
ISBN 978-0-8247-7803-3, MR 0939191 (https://mathscinet.ams.org/mathscinet-getitem?mr=09
39191), Zbl 0644.62014 (https://zbmath.org/?format=complete&q=an:0644.62014)
Aitchison, J. and Brown, J.A.C. (1957) The Lognormal Distribution, Cambridge University
Press.
Limpert, E; Stahel, W; Abbt, M (2001). "Lognormal distributions across the sciences: keys and
clues" (https://doi.org/10.1641%2F0006-3568%282001%29051%5B0341%3ALNDATS%5D2.
0.CO%3B2). BioScience. 51 (5): 341–352. doi:10.1641/0006-
3568(2001)051[0341:LNDATS]2.0.CO;2 (https://doi.org/10.1641%2F0006-3568%282001%290
51%5B0341%3ALNDATS%5D2.0.CO%3B2).
Holgate, P. (1989). "The lognormal characteristic function". Communications in Statistics -
Theory and Methods. 18 (12): 4539–4548. doi:10.1080/03610928908830173 (https://doi.org/1
0.1080%2F03610928908830173).

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19/03/2024, 08:25 Log-normal distribution - Wikipedia

Brooks, Robert; Corson, Jon; Donal, Wales (1994). "The Pricing of Index Options When the
Underlying Assets All Follow a Lognormal Diffusion". Advances in Futures and Options
Research. 7. SSRN 5735 (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5735).

External links
The normal distribution is the log-normal distribution (https://stat.ethz.ch/~stahel/talks/lognorma
l.pdf)

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