procedure LogNormalStat(Mu: Double; sigma: Double; out AMean: Double; out AVariance: Double; out ASkewness: Double; out AKurtosis: Double);
Log-normal distribution moments (mean, variance, skewness, excess kurtosis).
| # | Name | Description |
|---|---|---|
| 1 | AMean | Returns the mean, = exp(Mu + sigma^2/2). |
| 2 | AVariance | Returns the variance, = (exp(sigma^2)-1) exp(2 Mu + sigma^2). |
| 3 | ASkewness | Returns the skewness, = (exp(sigma^2)+2) sqrt(exp(sigma^2)-1). |
| 4 | AKurtosis | Returns the EXCESS kurtosis, = exp(4 sigma^2)+2 exp(3 sigma^2)+3 exp(2 sigma^2)-6. |
| 5 | Mu | Location parameter: mean of ln(x), any real value. |
| 6 | sigma | Scale parameter: standard deviation of ln(x), real value > 0. |
Result: stored in self (calling object)
Remarks:
Returns the moments of the log-normal distribution. If sigma <= 0 all four outputs are NAN.