— Function File: [m, v] = lognstat (mu, sigma)

Compute mean and variance of the lognormal distribution.

Arguments

• mu is the first parameter of the lognormal distribution
• sigma is the second parameter of the lognormal distribution. sigma must be positive or zero

mu and sigma must be of common size or one of them must be scalar

Return values

• m is the mean of the lognormal distribution
• v is the variance of the lognormal distribution

Examples

          mu = 0:0.2:1;
          sigma = 0.2:0.2:1.2;
          [m, v] = lognstat (mu, sigma)
          
          [m, v] = lognstat (0, sigma)

References

1. Wendy L. Martinez and Angel R. Martinez. Computational Statistics Handbook with MATLAB. Appendix E, pages 547-557, Chapman & Hall/CRC, 2001.
2. Athanasios Papoulis. Probability, Random Variables, and Stochastic Processes. McGraw-Hill, New York, second edition, 1984.