Log‑normal Distribution Sample Generator
Generate random samples from a log‑normal distribution. If \(X \sim N(\mu, \sigma^2)\), then \(Y = \exp(X)\) follows a log‑normal distribution.
* Enter the location parameter \(\mu\), the scale parameter \(\sigma\) (with \(\sigma > 0\)), and the number of samples to generate.
Step 1: Enter Parameters
e.g., 0
e.g., 1 (must be > 0)
e.g., 10
How It Works
The log‑normal distribution is the distribution of a random variable whose logarithm is normally distributed.
If \( \ln(X) \sim N(\mu, \sigma^2) \), then \( X = \exp(X) \) follows a log‑normal distribution.
This calculator uses the Box‑Muller method to generate standard normal random variables \(Z\) and then computes: $$ Y = \exp\Bigl(\mu + \sigma Z\Bigr), $$ repeating the process for the desired sample size.
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