briefnts8_relnl

briefnts8_relnl - are found from and as follows: X m 2 X σ...

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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.

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