Definition of Log-Normal Distribution
The continuous random variable $X$
has a Log Normal Distribution if the random variable $Y=\ln (X)$
has a normal distribution with mean $\mu$
and standard deviation $\sigma$
.
The probability density function of $X$
is \[ \begin{equation*} f(x;\mu,\sigma) =\left\{ \begin{array}{ll} \frac{1}{\sqrt{2\pi}\sigma x}e^{-\frac{1}{2\sigma^2}(\ln x -\mu)^2}, & \hbox{$x\geq 0$;} \\ 0, & \hbox{$x < 0$.} \end{array} \right. \end{equation*} \]
$\mu$
is location parameter$\sigma$
is scale parameter
Log-Normal Probability Calculator | |
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First Parameter ($\mu$) | |
Second parameter ($\sigma$) | |
P(X< A) | |
P(X > B) | |
P(A< X < B) | and |
Outside A and B | and |
Results | |
Mean : | |
Variance : | |
Required Probability : |