Raw moments and limited moments for the Lognormal distribution whose
logarithm has mean equal to
meanlog and standard deviation
mlnorm(order, meanlog = 0, sdlog = 1) levlnorm(limit, meanlog = 0, sdlog = 1, order = 1)
order of the moment.
limit of the loss variable.
mean and standard deviation of the distribution
on the log scale with default values of
mlnorm gives the
kth raw moment and
levlnorm gives the
kth moment of the limited loss
Invalid arguments will result in return value
NaN, with a warning.
Vincent Goulet email@example.com and Mathieu Pigeon
Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2012), Loss Models, From Data to Decisions, Fourth Edition, Wiley.
Lognormal for details on the lognormal distribution and
mlnorm(2, 3, 4) - mlnorm(1, 3, 4)^2 levlnorm(10, 3, 4, order = 2)
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