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GETTING STARTED WITH ARENA<br />

Lognormal(, ): LOGNORMAL(LogMean, LogStd) or LOGN(LogMean, LogStd)<br />

Probability<br />

Density<br />

Function<br />

Denote the user-specified input parameters as<br />

LogMean = l and LogStd = l .<br />

Then let<br />

and<br />

the probability density function can then be<br />

written as<br />

f(x) = for x > 0<br />

0 otherwise<br />

Parameters<br />

Mean LogMean ( l > 0) and standard deviation LogStd ( l > 0) of the lognormal<br />

random variable. Both LogMean and LogStd must be specified as strictly positive<br />

real numbers.<br />

Range<br />

[0, + <br />

Mean LogMean = 1 = e + 2 2<br />

Variance (LogStd) 2 = 2 1 = e 2 +<br />

2<br />

<br />

e 2 – 1<br />

<br />

Applications<br />

The lognormal distribution is used in situations in which the quantity is the product of<br />

a large number of random quantities. It is also frequently used to represent task times<br />

that have a distribution skewed to the right. This distribution is related to the normal<br />

distribution as follows. If X has a lognormal ( l , l ) distribution, then ln(X) has a<br />

normal (, ) distribution. Note that and are not the mean and standard deviation<br />

of the lognormal random variable X, but rather the mean and standard deviation of<br />

the normal random variable lnX.<br />

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