Re: genarating a lognormal random variable - can anyone help me?

neetuparmar@xxxxxxxxx wrote:
> can anyone plesae tell me, how can i generate lognormally distribited
> random variable?

A log-normally distributed variable is one whose logarithm has a normal
distribution.

So I assume that if you generate a set of normally-distributed
variables and then take their exponential, you'll get the distribution
you're after.

i.e. exp(rand(M, N))

--
Oli

.

Relevant Pages

  • Re: Bill Reid, Kelly Criterion
    ... is a bit crude -- you really wanted to take the logarithm. ... in the distribution (since we are interested in the logarithmic ... AT THE LIMIT with probability 1. ... advice, invest invest invest. ...
    (misc.invest.stocks)
  • Re: weighted sum of bernoulli random variables
    ... >> infinity with positive probability. ... which needs the limiting distribution to be quite ... >taking the logarithm of Y. ... Herman Rubin, Department of Statistics, Purdue University ...
    (sci.stat.math)
  • Re: z transform?
    ... than a fixed transform, such as logarithm. ... obtained by trying to force ANY kind of distribution. ... the data prior to computing the mean or not transforming the data at ...
    (sci.stat.edu)
  • Logarithm of the values in a Chi-square distribution
    ... I have a process that produces a nice Chi-square distribution, ... logarithm of the values. ... Artificial intelligence ...
    (sci.stat.math)
  • Probability of rth order statistic
    ... The CDF of the distribution for these X ... X1) but do I even need to do that (can formula suffice). ... Prev by Date: ...
    (sci.stat.math)