RiskLognorm2
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Description |
RiskLognorm2(mean of corresponding normal dist.,std. dev. of normal) specifies a lognormal distribution, where the parameters are the mean and standard deviation of the corresponding normal distribution. In this form of the distribution, a normally distributed value is first sampled, and then the lognormal value is the exponential of this sampled value.
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Examples |
RiskLognorm2(10,0.5) returns the exponential of a normally distributed sample with mean 10 and standard deviation 0.5. RiskLognorm2(C10*3.14,B10) returns the exponential of a normally distributed sample with mean equal to 3.14 times the value in cell C10 and standard deviation equal to the value in cell B10.
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Guidelines |
standard deviation must be positive. |
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Parameters |
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Domain |
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Density and Cumulative Distribution Functions |
Here,
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Mean |
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Variance |
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Skewness |
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Kurtosis |
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Mode |
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Examples |
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continuous parameter
continuous parameter 
is the cumulative distribution function of a Normal(0,1).
with 
with 
with 
