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Is this density function well-known?

  1. Feb 5, 2014 #1
    Hello,

    in a certain context I had to deal with a random variable [itex]Y=e^X[/itex], where X follows a standard normal distribution, i.e. [itex]X\sim N(0,1)[/itex].
    I had to calculate the probability density function of Y, which did not seem to be difficult, and I obtained:
    [tex]f_Y(y)=\frac{e^{-\frac{1}{2} \log^2(y)}}{y\sqrt{2\pi}}[/tex]

    The question is: does the above density function happen to be so well-known that it already has a name?
     
  2. jcsd
  3. Feb 5, 2014 #2
    People call it the log-normal distribution. [It's a silly name: not the log of normal, but rather taking its logarithm gives you something normal. Either way, that's what it's called.]

    Wikipedia has a page with the usual basic facts you'd care about: http://en.wikipedia.org/wiki/Log-normal_distribution
     
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