lognormal
nounEtymology From log + normal.
1
A logarithmic function that has a normal distribution.
- The mgf of the low and high amplitude regions of a single lognormal variable and the derivatives is examined and attention is drawn to the effect of variance. The problem of inversion of the mgf/chf of a sum of lognormals to obtain the CDF/pdf is considered with special reference to methods related to Post Widder technique, Gaussian quadrature and the Fourier series method.2016, N B Chakrabarti, “A Note on a Sum of Lognormals”, in arXiv: