The Log Normal Distribution

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If is a normal random variable with parameters
and
, then
is a log normal random variable with the same parameters. Note that
and
are not the mean and standard deviation of
. Just as (by the central limit theorem) the sum of a large number of independent, identically distributed random variables is nearly normal, the product of a large number of independent, identically distributed random variables is nearly log normal. The red vertical line marks the mean of the distribution.
Contributed by: Chris Boucher (March 2011)
Open content licensed under CC BY-NC-SA
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"The Log Normal Distribution"
http://demonstrations.wolfram.com/TheLogNormalDistribution/
Wolfram Demonstrations Project
Published: March 7 2011