Creating Random Log Normal Distribution

3 views (last 30 days)
Yaser Khojah
Yaser Khojah on 10 Aug 2018
Commented: Yaser Khojah on 14 Aug 2018
I'm a bit confused with converting a normal distribution to a log normal and then creating random numbers. I'm not sure if what I'm doing is right or not?
For example, I have the following:
row = 1000;
G = [14000000 3600000 10000000];
Mean = G;
Variance = Mean .* 0.5;
mu = log(Mean.^2./sqrt(Variance+Mean.^2));
sigma = sqrt(log(1+Variance./Mean.^2));
GIP = zeros(row,length(G));
for i = 1:length(G)
R = longhorn(mu(i),sigma(i),[row,1]);
GIP(:,i) = R;
end
LogG = GIP;
The things with this nothing changed. However, if I converted G to G = G/10^6. Then, it will work but I have to convert LogG later to LogG = LogG * 10^6. I do not know why this happens. Does that because the number is too big? please help.
  6 Comments
Jeff Miller
Jeff Miller on 14 Aug 2018
If you use (1), you will get lognormal random numbers. If you use (2), you will get normal random numbers. Another way to get lognormal random numbers is to use:
R = exp(normrnd(mu(i),sigma(i),row,1));
You should check these to make sure you are getting what you think you are getting:
meanR = mean(R)
stdR = std(R)
figure; histogram(R);
Yaser Khojah
Yaser Khojah on 14 Aug 2018
Thanks Jeff a lot for your help

Sign in to comment.

Answers (0)

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!