Creating Random Log Normal Distribution

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Yaser Khojah
Yaser Khojah le 10 Août 2018
Commenté : Yaser Khojah le 14 Août 2018
I'm a bit confused with converting a normal distribution to a log normal and then creating random numbers. I'm not sure if what I'm doing is right or not?
For example, I have the following:
row = 1000;
G = [14000000 3600000 10000000];
Mean = G;
Variance = Mean .* 0.5;
mu = log(Mean.^2./sqrt(Variance+Mean.^2));
sigma = sqrt(log(1+Variance./Mean.^2));
GIP = zeros(row,length(G));
for i = 1:length(G)
R = longhorn(mu(i),sigma(i),[row,1]);
GIP(:,i) = R;
end
LogG = GIP;
The things with this nothing changed. However, if I converted G to G = G/10^6. Then, it will work but I have to convert LogG later to LogG = LogG * 10^6. I do not know why this happens. Does that because the number is too big? please help.
  6 commentaires
Jeff Miller
Jeff Miller le 14 Août 2018
If you use (1), you will get lognormal random numbers. If you use (2), you will get normal random numbers. Another way to get lognormal random numbers is to use:
R = exp(normrnd(mu(i),sigma(i),row,1));
You should check these to make sure you are getting what you think you are getting:
meanR = mean(R)
stdR = std(R)
figure; histogram(R);
Yaser Khojah
Yaser Khojah le 14 Août 2018
Thanks Jeff a lot for your help

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