The calculation of the mean difference for the lognormal distribution involves several hard integrals featuring the error function. In this paper, considering two particular cases of an integral of the exponential function for the complement to one of the error functions, and using various symmetries, we have achieved the result of an extremely simple and useful formula of the mean difference for the lognormal distribution.
The Mean Difference for Lognormal Distribution
GIRONE, Giovanni;MANCA, FABIO
2016-01-01
Abstract
The calculation of the mean difference for the lognormal distribution involves several hard integrals featuring the error function. In this paper, considering two particular cases of an integral of the exponential function for the complement to one of the error functions, and using various symmetries, we have achieved the result of an extremely simple and useful formula of the mean difference for the lognormal distribution.File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
AM_2016052613371580.pdf
accesso aperto
Tipologia:
Documento in Post-print
Licenza:
Creative commons
Dimensione
263.14 kB
Formato
Adobe PDF
|
263.14 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
