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Gilbrat's Distribution

A Continuous Distribution in which the Logarithm of a variable $x$ has a Normal Distribution,

\begin{displaymath}
P(x)={1\over \sqrt{2\pi}} e^{-(\ln x)^2/2}.
\end{displaymath}

It is a special case of the Log Normal Distribution

\begin{displaymath}
P(x)={1\over S\sqrt{2\pi}} e^{-(\ln x-M)^2/2S^2}.
\end{displaymath}

with $S=1$ and $M=0$.

See also Log Normal Distribution




© 1996-9 Eric W. Weisstein
1999-05-25