On 07-Jan-05 Frederic renaud wrote: > Hi! > I 've a problem to have a lognorm distribution with > mean=1 and var (or sigma)=1. > > rlnorm(1000,0,0) > rlnorm(1000,1,1) > rlnorm(1000,0,1) > .... ? > > Can you help me?
Not sure what your problem is. For rlnorm(1000,0,0), you will get 100 values equal to exp(X) where X has been sampled from N(0,0), i.e. since the variance is 0 all X are equal to 0 and exp(X) = 1. This is what rlnorm(1000,0,0) yields. In the other two cases, I don't see anything wrong with the results. So what is the problem? Note that rlnorm(N, meanlog=mu, sdlog=s) gives you (as described above and in "?rlnorm") N random values exp(X) where X is sampled from N(mu,s^2). mu and s are not the mean and s.d. of the resulting log-normal variate exp(X). In terms of the mean mu and s.d. s of the underlying Normal distribution, the mean and variance of the log-normal distribution of exp(X) are MU = exp(mu + (s^2)/2) V = S^2 = (MU^2)*(exp(s^2)-1)^2 so, if you really mean that your problem is how to generate a log-normal sample with given mean MU and variance V = S^2, then you have to solve these equations for mu and s. In particular if (as in your second case) you want MU=1 and S=1, then exp(s^2) - 1 = 1 so s = sqrt(log(2)) = 0.8325546 and mu + (s^2)/2 = log(1) = 0 so mu = -(s^2)/2 = -0.3465736 With these values of mu and s, X <- rlnorm(1000,mu,s) mean(X) ## [1] 1.054104 sd(X) ## [1] 0.9936088 (for this sample). However, you're not going to be able to achieve your third case (MU = 0, V = 1) since this would require mu = -infinity! You can't make a log-normal random variable with mean 0. (And in any case it would necessarily have V = 0, not V = 1, since a log-normal variable cannot be negative, so zero mean would imply no positive values and hence all values = 0, hence zero variance). Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 [NB: New number!] Date: 07-Jan-05 Time: 12:44:40 ------------------------------ XFMail ------------------------------ ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
