Services & Resources / Wolfram Forums
MathGroup Archive
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 1993

[Date Index] [Thread Index] [Author Index]

Search the Archive

lognormal distribution

  • To: mathgroup at
  • Subject: lognormal distribution
  • From: deb at (David E. Burmaster)
  • Date: Fri, 3 Dec 93 15:12:57 -0500

Dear MathGroup,

This message corrects several small errors in the message that I sent
only a few minutes ago.

Recently, I had to simulate several hundred realizations of a variable
distributed according to a lognormal distribution. I had parameterized
the problem such that 

        mu      =       average of the nat logs of the variable
        sigma   =       std dev of the nat logs of the variable

So, I found two ways to make a Table of realizations using one of 
Mma's standard packages....

In the first case, I used           

        LogNormalDistribution[mu, sigma]

and in the second case, I used

        Exp[NormalDistribution[mu, sigma]]

to do the realizations. Both give the same statistical results -- or so I think.

The first method take 50 to 55  times longer than the second method.

Am I missing something?? I think the two methods produce identical  
statistical results, but one runs 50 times faster. Do you agree?

Thank you for your help

David E. Burmaster 
Alceon Corporation
Cambridge, MA

  • Next by Date: Bytes
  • Next by thread: Bytes