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Log-Normal Distribution

The Log-Normal distribution may be used when observations are all positive.

Suppose that the Random Variable X follows a log-normal distribution with parameters μ and σ2, i.e. X~Log-normal(μ,σ2). The Probability Density Function of X is fXx=1xσ2πexp-12logxμσ2.

The Expected Value of X is [330] and the Variance is [331].