{"title":"对数正态特征函数","authors":"Andrew P. Leung","doi":"10.2139/ssrn.3550403","DOIUrl":null,"url":null,"abstract":"A simple expression for the characteristic function of the lognormal distribution has eluded researchers. This is useful for computing the sum of lognormal variables, either with each other or with other statistical variables. In this paper, we provide a simple formula for the characteristic function.","PeriodicalId":260073,"journal":{"name":"Mathematics eJournal","volume":"82 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Lognormal Characteristic Function\",\"authors\":\"Andrew P. Leung\",\"doi\":\"10.2139/ssrn.3550403\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A simple expression for the characteristic function of the lognormal distribution has eluded researchers. This is useful for computing the sum of lognormal variables, either with each other or with other statistical variables. In this paper, we provide a simple formula for the characteristic function.\",\"PeriodicalId\":260073,\"journal\":{\"name\":\"Mathematics eJournal\",\"volume\":\"82 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-03-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mathematics eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3550403\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematics eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3550403","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A simple expression for the characteristic function of the lognormal distribution has eluded researchers. This is useful for computing the sum of lognormal variables, either with each other or with other statistical variables. In this paper, we provide a simple formula for the characteristic function.
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