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Brief Notes #8
Relationships between Mean and Variance of Normal and Lognormal
Distributions
If
, then
with mean value and variance
given by:
)
,
m
(
N
~
X
2
X
X
σ
)
,
m
(
LN
~
e
Y
2
Y
Y
x
σ
=
⎪
⎩
⎪
⎨
⎧
−
=
σ
=
σ
σ
+
σ
+
)
1
e
(
e
e
m
2
X
2
X
X
2
X
X
m
2
2
Y
2
1
m
Y
Conversely,
and
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Unformatted text preview: are found from and as follows: X m 2 X σ Y m 2 Y σ ⎪ ⎩ ⎪ ⎨ ⎧ + σ + − = σ + σ − = ) m ln( ) m ln( 2 ) m ln( 2 1 ) m ln( 2 m 2 Y 2 Y Y 2 X 2 Y 2 Y Y X...
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This note was uploaded on 02/27/2008 for the course PTE 461 taught by Professor Donhill during the Fall '07 term at USC.
 Fall '07
 DonHill

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