All Questions
Tagged with logarithm distributions
18
questions
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Method of moments for the Logarithmic/Log-Series distribution
I'm looking for some more insights in applying the method of moments for the Logaritmic (or also called Log-Series) distribution.
The Logarithmic distribution only has one distribution parameter $0 &...
0
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0
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245
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How to adjust for lognormal distribution in linear regression when dependent variable is a ratio?
I am working on a model that uses a dependent variable (Damage ratio) that is a ratio composed of two other variables (Flood damage / market value). One of those variables follows lognormal ...
- 53
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117
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Does Benford's Law Actually Work?
Recently, I have been reading about Benford's Law :https://en.wikipedia.org/wiki/Benford%27s_law
This law supposedly states that naturally occurring numbers are more likely to start with the number &...
1
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0
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39
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Why if a random variable is power law distributed I should consider ln N (with ζ=1) in place of sqrt(N)?
In this paper
I don't get Preposition 2. In particular firm size can be described as:
$$ \DeclareMathOperator{\E}{\mathbb{E}}
dS_{it}=0S_{it}+\sigma S_{it}\; dW_{it}
$$
or according to the paper $...
- 333
0
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296
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Uniform distribution in a logarithmic/isolethargic binning
Assume a variable $x$ follows a uniform distribution i.e. $P(x)-=const$.
In my case this is constant background as shown in the following figure with the green curve
This is a distribution with a ...
- 121
0
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1
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491
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Expectation of log skew normal distribution
What is the expected value and expected variance of a log skew normal distribution?
In case I have the terminology wrong, I'm referring to data that is lognormal with some skew mild skew when it's log ...
- 372
44
votes
4
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21k
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Why are log probabilities useful?
Probabilities of a random variable's observations are in the range $[0,1]$, whereas log probabilities transform them to the log scale. What then is the corresponding range of log probabilities, i.e. ...
- 4,025
7
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What is the expected value of x log(x) of the gamma distribution?
Let $w(x) = x \log{x}$
$x \sim Gamma(\alpha = 3.7, \lambda = 1)$
Find $E[w(x)]$
I have set up the following integral:
$\int_0^{\infty} x\log{x} \frac{\lambda^{\alpha}}{\Gamma(\alpha)} x^{\alpha -1}...
- 73
1
vote
1
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264
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skew normal computation
I want to compute probabilities assuming data have log skew normal distribution (in R). As I couldn't find any package that directly computes log skew normal (as plnorm does log normal), I am ...
- 41
3
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1
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149
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Is there a name for the distribution whose PDF is -ln(x) on its support [0, 1)?
If so, what is its name? If not, how/where can information about it be found?
- 169
3
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1
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Training the learning model on the log transformed data? [duplicate]
So I've gone through this CV post, and in my primitive understanding I assume we do log transformation when we 'care' about relative changes and also to even out the positive skweness from our data.
...
- 175
3
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Expectation of the log of a ratio of two lognormal random variables with additive constants
I have two independent lognormal random variables $X$ and $Y$ with known means and variances. I would like to know the expected value and the variance of $\ln\big((X+1)/(Y+1)\big)$. If there is no ...
- 41
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413
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Skewness of a non-linear distribution
Suppose, it is stated that $X$ is a random variable which has a symmetric distribution.
Now, let us consider $Y$ to be a random variable which has a distribution given by : $Y = g(X)$, where '$g$' is ...
- 579
5
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259
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Find the distribution of $ N = \min \left\{k: \prod_{i = 1}^{k}U_i \lt .6\right\}. $
I'm cross-posting this from math.SE because it's not getting any love over there. However, if that's considered heresy, I can delete the posting over there.
The Statement of the Problem:
Let $ \{ ...
243
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4
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374k
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When (and why) should you take the log of a distribution (of numbers)?
Say I have some historical data e.g., past stock prices, airline ticket price fluctuations, past financial data of the company...
Now someone (or some formula) comes along and says "let's take/use ...
- 14.8k