In article <[EMAIL PROTECTED]>,
David C. Howell <[EMAIL PROTECTED]> wrote:
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>My daughter just asked me a question that I should be able to answer, but
>can't. Any help would be appreciated.
>It is well know that the sum of normally distributed random variables is
>itself normally distributed. But I want to know the sampling distribution
>of the sum of lognormal distributions.
If you can come up with a good way to compute this, it may
be enough to make you famous.
>My first thought would be that the central limit theorem would suggest that
>the sampling distribution would approach normal as N increases.
It does. Convergence to a normal distribution is generally slow.
On the
>other hand, when I generate multiple independent lognormal distributions
>and then take their sum, a P-P plot tells me that the sum is nicely
>lognormal, not normal.
This leads me to suspect the pseudo-random numbers being used.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
.
.
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