Log-normal to normal

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Lisa
Lisa 2015-5-22
Hi all,
lognpdf samples from a log-normal with mean m and variance v of the associated normal. however, is there a function that allows to pass the log-normal mean and variance to get log-normal probability densities, or alternatively a conversion function from log-normal mean and var to normal?
Thanks!

回答(2 个)

Star Strider
Star Strider 2015-5-22
The documentation for lognpdf in the Description section has equations for mapping to and from the parameters for the lognormal distribution. You have to code them, but that doesn’t seem to be difficult.

Image Analyst
Image Analyst 2015-5-22
Am I missing something, or isn't it simply mean() and var()? Just pass your log-normal generated samples into mean() and var() and it will give you the mean and variance of the log-normal data.
  1 个评论
Lisa
Lisa 2015-5-22
Image Analyst, I don't have samples, just the mean and the variance of a log-normal. I would like to use them to compute the probability density of a bunch of values under a log-normal. But Matlab's lognpdf only takes the mean and variance of the normal (/not/ the log-normal). Does that make sense?

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