Description Usage Arguments Value Details References Examples
Function to calculate the location, μ, and scale, σ, parameteres of a log-normal distribution based on the method of moments (MoM) using the mean m and variance v of the non-logarithmized random variable of interest.
1 | lnorm_params(m = 1, v = 1)
|
m |
Scalar with the mean of the random variable. |
v |
Scalar with the variance of the random variable. (i.e., squared standar error). |
A list containing the following:
mu Location parameter of log-normal distribution
sigma Scale parameter of log-normal distribution
Based on method of moments. If m is the mean and v is the variance of the random variable, then the the location, μ, and scale, σ, parameteres are computed as follows
μ = \ln{(\frac{m}{√{(1 + \frac{v}{m^2})}})}
and
σ = √{\ln{( 1 + \frac{v}{m^2})}}
Ginos BF. Parameter Estimation for the Lognormal Distribution. Brigham Young University; 2009.
Log-normal distribution. (2017, April 20). In Wikipedia, The Free Encyclopedia. Retrieved 16:47, April 23, 2017, from https://en.wikipedia.org/w/index.php?title=Log-normal_distribution&oldid=776357974
1 2 3 4 | m <- 3
v <- 0.01
lnorm_params(m, v)
# True values: 100, 30, 70
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