Question about 'lognrnd' function

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Sooyeol Im
Sooyeol Im am 3 Aug. 2012
Generally, we say 'log-normal distribution with standard deviation XdB'. When I generate lognormally distributed random number, R, with dtandard deviation 8dB using 'R=lognrnd(mu, sigma)', is sigma 8 or ln8 (linear scale of 8dB)?
  4 Kommentare
Daniel Shub
Daniel Shub am 4 Aug. 2012
I agree we don't have the tools to do a proper merge. I still think it is useful flag duplicates since it can help people who might spend time duplicating an answer, helps people who are looking for an answer, and lets the OP know that we do not appreciate being tricked.
Oleg Komarov
Oleg Komarov am 6 Aug. 2012
@Daniel and the cyclist: thanks.

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Antworten (3)

Oleg Komarov
Oleg Komarov am 3 Aug. 2012
Bearbeitet: Oleg Komarov am 3 Aug. 2012
Reading carefully the documentation of lognrnd():
R = lognrnd(mu,sigma) returns an array of random numbers generated from the lognormal distribution with parameters mu and sigma. mu and sigma are the mean and standard deviation, respectively, of the associated normal distribution...
So, sigma is the standard deviation of
log(R)
  1 Kommentar
Fernanda Suarez Jaimes
Fernanda Suarez Jaimes am 12 Mär. 2020
Do you know how to run a regression of a time series with lognrnd?

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Daniel Shub
Daniel Shub am 3 Aug. 2012
Why not just test it:
R = lognrnd(0, 8, 1e6, 1);
std(R)
ans = 1.8915e+13
std(log(R))
ans = 7.9976

the cyclist
the cyclist am 6 Aug. 2012
I'm hesitant to say that it is in the dB scale, because dB is generally the base 10 logarithm, which is not the case here. However, the input parameters are the mean and standard deviation of the (natural) log of variable.
So, for example, if
>> r = lognrnd(3,7,1000000,1);
then
>> mean(log(r))
will be about 3, and
>> std(log(r))
will be about 7.
You can see details by typing
>> doc lognrnd

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