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