law0010.LogNormal {PoweR} | R Documentation |
The Log Normal Distribution
Description
Random generation for the Log Normal distribution whose logarithm
has mean equal to meanlog
and standard deviation equal to sdlog
.
This generator is called by function gensample
to create random variables based on its parameters.
Details
If meanlog
or sdlog
are not specified they assume the default values of 0 and 1, respectively.
The Log Normal distribution has density:
\frac{1}{x\sigma\sqrt{2\pi}}e^{-\frac{(\ln x-\mu)^2}{2\sigma^2}}
where \mu
and \sigma
are the mean and standard deviation of the logarithm.
The mean is E(X) = exp(\mu + 1/2 \sigma^2)
and the variance is Var(X) = exp(2*\mu + \sigma^2)*(exp(\sigma^2) - 1)
.
Author(s)
P. Lafaye de Micheaux, V. A. Tran
References
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A Reproducible Research Tool to Ease Monte Carlo Power Simulation Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1–42. doi:10.18637/jss.v069.i03
See Also
Distributions
for other standard distributions.
Examples
res <- gensample(10,10000,law.pars=c(8,6))
res$law
res$law.pars
mean(res$sample)
sd(res$sample)