• The modified lognormal power-law (MLP) function is a three parameter function that can be used to model data that have characteristics of a log-normal...
    5 KB (986 words) - 20:09, 3 January 2024
  • Thumbnail for Log-normal distribution
    In probability theory, a log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose logarithm is normally...
    80 KB (11,823 words) - 06:13, 28 September 2024
  • Thumbnail for Pareto distribution
    Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, is a power-law probability distribution that is...
    47 KB (6,031 words) - 09:35, 23 September 2024
  • independent variables. The distribution of the product of two random variables which have lognormal distributions is again lognormal. This is itself a special...
    36 KB (7,762 words) - 08:27, 20 June 2024
  • to assess the time dependent changes of population distributions. Related variance to mean power laws have also been demonstrated in several non-ecological...
    97 KB (14,251 words) - 18:03, 1 September 2024
  • } is often referred to as the volvol, and its meaning is that of the lognormal volatility of the volatility parameter σ {\displaystyle \sigma } . We...
    18 KB (2,483 words) - 22:26, 10 September 2024
  • Thumbnail for Kelly criterion
    motion. The stochastic differential equation governing the evolution of a lognormally distributed asset S {\displaystyle S} at time t {\displaystyle t} ( S...
    34 KB (5,758 words) - 13:12, 20 September 2024
  • Thumbnail for Nanoparticle
    senior author's paper 20 years later addressing the same issue, lognormal distribution of sizes. Nanoparticles occur in a great variety of shapes, which...
    125 KB (12,946 words) - 19:42, 4 September 2024
  • Thumbnail for Spatial analysis
    effective in modeling complex relationships using Poisson-Gamma-CAR, Poisson-lognormal-SAR, or Overdispersed logit models. Statistical packages for implementing...
    62 KB (9,958 words) - 07:30, 6 July 2024
  • Thumbnail for Jimmy Wales
    "The Pricing of Index Options When the Underlying Assets All Follow a Lognormal Diffusion". Advances in Futures and Options Research. 7. SSRN 5735. Wales...
    151 KB (12,518 words) - 06:10, 28 September 2024