Mean and Variance of the Log-Normal Distribution

Formula: \(\mu = \exp(\mu_{log} + 0.5 \cdot \sigma_{log}^2)\) \(\mathrm{Var}(X) = (\exp(\sigma_{log}^2) - 1) \cdot \exp(2\mu_{log} + \sigma_{log}^2)\)

mlnorm(meanlog, sdlog)

Arguments

meanlog

Mean on the log scale

sdlog

Standard deviation on the log scale

Value

List with mean and variance

References

Aitchison, J. and Brown, J.A.C. (1957). The Lognormal Distribution. Cambridge University Press.

See also

dlnorm

Examples

mlnorm(meanlog = 0, sdlog = 1)
#> $mean
#> [1] 1.65
#> 
#> $variance
#> [1] 4.67
#>