Re: random numbers from a lognormal distribution

From: Ray Koopman (koopman_at_sfu.ca)
Date: 02/02/05 

Date: Tue, 01 Feb 2005 20:33:15 -0600

Bob Wheeler wrote:
> [...]
> I think he is asking how to do it himself. If X is a standard normal
> variate, then U=(log(X)-m)/s is lognormal with mean exp(m)sqrt(w),
> where w=exp(s^2), and variance exp(2m)w(w-1).

Shouldn't that be "If X is a standard normal variate then U=exp(X*s+m)
is lognormal ..."?