Sebaran log-normal
Dalam teori probabilitas, distribusi log-normal (atau lognormal) adalah distribusi probabilitas berkelanjutan dari variabel acak yang logaritmanya terdistribusi…
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Dalam teori probabilitas, distribusi log-normal (atau lognormal) adalah distribusi probabilitas berkelanjutan dari variabel acak yang logaritmanya terdistribusi secara normal. Jadi, jika variabel acak X terdistribusi secara log-normal, maka Y = ln X adalah distribusi normal.[1][2]
Referensi
- ^ Weisstein, Eric W. "Log Normal Distribution". mathworld.wolfram.com (dalam bahasa Inggris). Diakses tanggal 2020-09-13.
- ^ "1.3.6.6.9. Lognormal Distribution". www.itl.nist.gov. U.S. National Institute of Standards and Technology (NIST). Diakses tanggal 2020-09-13.
Bacaan lebih lanjut
- Crow, Edwin L.; Shimizu, Kunio, ed. (1988), Lognormal Distributions, Theory and Applications, Statistics: Textbooks and Monographs, vol. 88, New York: Marcel Dekker, Inc., hlm. xvi+387, ISBN 978-0-8247-7803-3, MR 0939191, Zbl 0644.62014
- Aitchison, J.; Brown, J.A.C. (1957). The Lognormal Distribution. Cambridge University Press.
- Limpert, E; Stahel, W; Abbt, M (2001). "Lognormal distributions across the sciences: keys and clues". BioScience. 51 (5): 341–352. doi:10.1641/0006-3568(2001)051[0341:LNDATS]2.0.CO;2.
- Holgate, P. (1989). "The lognormal characteristic function". Communications in Statistics – Theory and Methods. 18 (12): 4539–4548. doi:10.1080/03610928908830173.
- Brooks, Robert; Corson, Jon; Donal, Wales (1994). "The Pricing of Index Options When the Underlying Assets All Follow a Lognormal Diffusion". Advances in Futures and Options Research. 7. SSRN 5735.
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