Holzmann, Hajo (contributor); Vollmer, Sebastian (contributor) - 2007
distribution of
the random variable Y = exp(X), where X ∼ N(µ,σ) has a normal distribution with mean
µ and standard deviation σ. It … can be shown that the density of LN(µ,σ) is
f(x;µ,σ) = 1xσ√2pi ·e−(log(x)−µi)2/2σ2, x > 0,
and its mean and variance are … of the distribution of country
i is given by f(x;µi,σi), then
fW(x;µ1,...,µn,σ1,...,σn,p1,...,pn) =
nsummationdisplay
i=1 …