matlab的lognormal,Lognormal Distribution

Relationship Between Normal and Lognormal Distributions

If X follows the lognormal distribution with parameters µ and σ, then log(X) follows the normal distribution with mean µ and standard deviation σ. Use distribution objects to inspect the relationship between normal and lognormal distributions.

Create a lognormal distribution object by specifying the parameter values.

pd = makedist('Lognormal','mu',5,'sigma',2)

pd =

LognormalDistribution

Lognormal distribution

mu = 5

sigma = 2

Compute the mean of the lognormal distribution.

mean(pd)

ans = 1.0966e+03

The mean of the lognormal distribution is not equal to the mu parameter. The mean of the logarithmic values is equal to mu. Confirm this relationship by generating random numbers.

Generate random numbers from the lognormal distribution and compute their log values.

rng('default'); % For reproducibility

x = random(pd,10000,1);

logx = log(x);

Compute the mean of the logarithmic values.

m = mean(logx)

m = 5.0033

The mean of the log of x is close to the mu parameter of x, because x has a lognormal distribution.

Construct a histogram of logx with a normal distribution fit.

histfit(logx)

The plot shows that the log values of x are normally distributed.

histfit uses fitdist to fit a distribution to data. Use fitdist to obtain parameters used in fitting.

pd_normal = fitdist(logx,'Normal')

pd_normal =

NormalDistribution

Normal distribution

mu = 5.00332 [4.96445, 5.04219]

sigma = 1.98296 [1.95585, 2.01083]

The estimated normal distribution parameters are close to the lognormal distribution parameters 5 and 2.