- To: mathgroup at yoda.physics.unc.edu
- Subject: lognormal distribution
- From: deb at alexandria.lcs.mit.edu (David E. Burmaster)
- Date: Fri, 3 Dec 93 15:12:57 -0500
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
and in the second case, I used
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
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