lnorm_params {dampack} | R Documentation |
Function to calculate the location, \mu
, and scale, \sigma
,
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.
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, \mu
, and scale, \sigma
, parameteres are computed
as follows
\mu = \ln{(\frac{m}{\sqrt{(1 + \frac{v}{m^2})}})}
and
\sigma = \sqrt{\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
m <- 3
v <- 0.01
lnorm_params(m, v)
# True values: 100, 30, 70