lognormal distribution

*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

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 Dave David E. Burmaster Alceon Corporation Cambridge, MA USA