lognormal random variable

X is a lognormal random variable with parameters μ and σ2>0 if its probability density functionMathworldPlanetmath is given for x>0 by


To denote this, one usually writes XLogN(μ,σ2).

For a lognormal random variable X:

  1. 1.

    X is a random variableMathworldPlanetmath such that ln(X) is a normal random variable with mean μ and varianceMathworldPlanetmath σ2.

  2. 2.


  3. 3.


  4. 4.

    MX(t) is not a useful quantity.

Title lognormal random variable
Canonical name LognormalRandomVariable
Date of creation 2013-03-22 11:54:46
Last modified on 2013-03-22 11:54:46
Owner mathcam (2727)
Last modified by mathcam (2727)
Numerical id 12
Author mathcam (2727)
Entry type Definition
Classification msc 62E15
Synonym lognormal distribution