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 16th May 2020, 05:04 AM #1 sphenisc Philosopher     Join Date: Jul 2004 Posts: 5,197 Lognormal question Is the derivative of a lognormal distribution lognormal? Thanks __________________ "The cure for everything is salt water - tears, sweat or the sea." Isak Dinesen
 16th May 2020, 09:02 AM #2 GodMark2 Master Poster     Join Date: Oct 2005 Location: Oregon, USA Posts: 2,106 Just from a visual inspection: The derivative would start at 0 climb to a peak as the log-normal climbs fall to 0 as the log-normal peaks. continue falling below 0 as the log-normal descends reach a negative peak as the log-normal flattens and finally approach 0 asymptotically Doesn't look log-normal to me. __________________ Knowing that we do not know, it does not necessarily follow that we can not know.
 16th May 2020, 09:18 AM #3 sphenisc Philosopher     Join Date: Jul 2004 Posts: 5,197 Cheers __________________ "The cure for everything is salt water - tears, sweat or the sea." Isak Dinesen
 16th May 2020, 11:08 AM #4 KAJ New Blood   Join Date: Dec 2017 Posts: 23 Probability "distribution" function is ambiguous (see Wikipedia). In my experience it usually refers to the cumulative distribution function, the derivative of which (for a continuous distribution) would be the probability density function.
 17th May 2020, 10:41 AM #5 sphenisc Philosopher     Join Date: Jul 2004 Posts: 5,197 Originally Posted by KAJ Probability "distribution" function is ambiguous (see Wikipedia). In my experience it usually refers to the cumulative distribution function, the derivative of which (for a continuous distribution) would be the probability density function. Thanks, was thinking of the density function, as GodMark2 described __________________ "The cure for everything is salt water - tears, sweat or the sea." Isak Dinesen
 18th May 2020, 11:52 AM #6 caveman1917 Philosopher   Join Date: Feb 2015 Posts: 6,989 Or even simpler: a log-normal distribution has at least some downward-sloping parts, therefor its derivative is sometimes negative, yet a log-normal distribution can only take positive values, hence its derivative is not log-normal. __________________ "Ideas are also weapons." - Subcomandante Marcos "We must devastate the avenues where the wealthy live." - Lucy Parsons "Let us therefore trust the eternal Spirit which destroys and annihilates only because it is the unfathomable and eternal source of all life. The passion for destruction is a creative passion, too!" - Mikhail Bakunin

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