对数正态分布 Log-normal distribution

In probability theory, a log-normal distribution is a probability distribution of a random variable whose logarithm is normally distributed. If X is a random variable with a normal distribution, then Y = exp(X) has a log-normal distribution; likewise, if Y is log-normally distributed, then X = log(Y) is normally distributed. (This is true regardless of the base of the logarithmic function: if loga(Y) is normally distributed, then so is logb(Y), for any two positive numbers a, b ≠ 1.)

Log-normal is also written log normal or lognormal. It is occasionally referred to as the Galton distribution or Galton's distribution, after Francis Galton.

 

对数正态分布(lognormal distribution)是当随机变量的对数是正规地分布的时候产生的分布类型。对数正态分布(lognormal distribution)起因于变量是大量的相互独立,恒等分布(identically-distributed)的变量的积。

 

from:

http://en.wikipedia.org/wiki/Log-normal_distribution

http://67.223.234.84/boost_doc/libs/math/doc/sf_and_dist/html/math_toolkit/dist/dist_ref/dists/lognormal_dist.html

posted @ 2011-06-17 11:18  emanlee  阅读(5080)  评论(0编辑  收藏  举报