Moment of Lognormal distribution

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Daniel Amankwah
Daniel Amankwah 2023-9-19
编辑: Torsten 2023-9-19
How do I compute the mth moment of the lognormal distribution?

回答(2 个)

Torsten
Torsten 2023-9-19
编辑:Torsten 2023-9-19
or with MATLAB (the second result looks wrong to me):
syms x mu real
syms sigma real positive
syms k integer positive
f = exp(k*x)/(sqrt(2*sym(pi))*sigma)*exp(-(x-mu)^2/(2*sigma^2));
moment_k = int(f,x,-Inf,Inf)
moment_k = 
double(subs(moment_k,[k mu sigma],[4 0.2 0.3]))
ans = 4.5722
f1 = x^k/(sqrt(2*sym(pi))*sigma*x)*exp(-(log(x)-mu)^2/(2*sigma^2));
moment1_k = int(f,x,0,Inf)
moment1_k = 
double(subs(moment1_k,[k mu sigma],[4 0.2 0.3]))
ans = 4.4306
  3 个评论
Torsten
Torsten 2023-9-19
There is an additional x in the denominator.

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Bruno Luong
Bruno Luong 2023-9-19
"All moments of the log-normal distribution exist and"

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