
A • STATISTICAL DISTRIBUTIONS
69
• • • • •
A • Statistical Distributions
Lognormal(
μ
,
σ
)LOGNORMAL(LogMean, LogStd) or
LOGN(LogMean, LogStd)
Mean LogMean (
μ
l
> 0) and standard deviation LogStd (
σ
l
> 0) of the lognormal random
variable. Both LogMean and LogStd must be specified as strictly positive real numbers.
[0, +
LogMean =
μ
1
=
(LogStd)
2
=
σ
1
2
=
The lognormal distribution is used in situations in which the quantity is the product of a
large number of random quantities. It is also frequently used to represent task times that
have a distribution skewed to the right. This distribution is related to the normal
distribution as follows. If X has a lognormal (
μ
l
,
σ
l
) distribution, then ln(X) has a normal
(
μ
,
σ
) distribution. Note that
μ
and
σ
are not the mean and standard deviation of the
Probability
Density
Function
Denote the user-specified input parameters as
LogMean =
μ
l
and LogStd =
σ
l
.
Then let
the probability density function can then be
written as
)/ln(
222
lll
μσμ
+=
and
]
2
/)
22
(ln
lll
μμσσ
+=
f(x) =
)2/())(ln(
22
2
1
σμ
πσ
−− x
e
x
for x > 0
0otherwise
Parameters
Range
∞)
Mean
e
μσ
2
2⁄+
Variance
e
2
μσ
2
+
e
σ
2
1–()
Applications
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