I am studying statistics and am interested in understanding the log normal distribution. From some discussion I gather that the log normal distributions arises from multiplicative effects while the normal distribution arises from additive effects. I generated the following matlab code to simulate the normal distribution.(adsbygoogle = window.adsbygoogle || []).push({});

clear

for j = 1:10000

S = 0;

for i = 1:1000

S = S + rand(1)-0.5;

end

T(j) = S;

end

hist(T,100)

If you add a bunch of random numbers between -0.5 and 0.5 you get more or less a gaussian

by the central limit theorem.

Now I am interested in simulating the log normal distribution, but not sure what to do. Has anyone ever tried this. I saw that if the variance grows in time in certain stock market models you can get a log normal distribution. Also the number of proteins in cells is more or less log normal distributed.

Thanks,

jackaip

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# How to simulate lognormal distributions?

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