从最小信息确定对数正态分布的参数。

D. J. Strom, P. Stansbury
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引用次数: 29

摘要

对数正态分布具有许多特性,这些特性不适合简单的“粗略”计算。提出了大总体对数正态分布的基本参数的数学关系,作为风险分析人员可用或需要的特征的函数。一个名为LOGNORM4的免费计算机程序已经被编写出来,它可以从确定对数正态分布的各种特征中解脱出来,给定15组唯一指定对数正态分布的值中的1组。
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Determining parameters of lognormal distributions from minimal information.
The lognormal distribution has a number of properties that do not lend themselves to simple "back-of-the-envelope" calculations. Mathematical relationships are presented for the basic parameters of the large population lognormal distribution as a function of characteristics available to, or needed by, the risk analyst. A freeware computer program called LOGNORM4 has been written to take the tedium out of determining various characteristics of lognormal distributions, given 1 of 15 sets of values that uniquely specify a lognormal distribution.
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