The Mean Difference for Lognormal Distribution

Autor: Giovanni Girone, Fabio Manca
Rok vydání: 2016
Předmět:
Zdroj: Applied Mathematics. :824-828
ISSN: 2152-7393
2152-7385
DOI: 10.4236/am.2016.79073
Popis: The calculation of the mean difference for the lognormal distribution involves several hard integrals featuring the error function. In this paper, considering two particular cases of an integral of the exponential function for the complement to one of the error functions, and using various symmetries, we have achieved the result of an extremely simple and useful formula of the mean difference for the lognormal distribution.
Databáze: OpenAIRE