ThmDex – An index of mathematical definitions, results, and conjectures.
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Definition D4614
Log-gaussian random basic real number
Formulation 0
Let $\exp$ be the D1932: Standard natural real exponential function.
Let $G \in \text{Gaussian}(\mu, \sigma)$ be a D210: Gaussian random real number.
A D3161: Random real number $X \in \text{Random}(\mathbb{R})$ is a log-gaussian random basic real number with parameters $\mu$ and $\sigma$ if and only if \begin{equation} X \overset{d}{=} \exp( G ) \end{equation}
Also known as
Lognormal random basic real number