Reciprocal Shifted Log-Normal Distribution
Let $X$ be a log-normal distribution, let $kgeq0$ be a real value and let $Y=frac{1}{X+k}$. What is the name of the $Y$ distribution other than 'reciprocal shifted log-normal'? What is the mean of $Y$ in terms of $X$'s mean and variance?
Thanks!
probability-distributions
add a comment |
Let $X$ be a log-normal distribution, let $kgeq0$ be a real value and let $Y=frac{1}{X+k}$. What is the name of the $Y$ distribution other than 'reciprocal shifted log-normal'? What is the mean of $Y$ in terms of $X$'s mean and variance?
Thanks!
probability-distributions
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
– Martijn Weterings
Nov 30 at 14:05
add a comment |
Let $X$ be a log-normal distribution, let $kgeq0$ be a real value and let $Y=frac{1}{X+k}$. What is the name of the $Y$ distribution other than 'reciprocal shifted log-normal'? What is the mean of $Y$ in terms of $X$'s mean and variance?
Thanks!
probability-distributions
Let $X$ be a log-normal distribution, let $kgeq0$ be a real value and let $Y=frac{1}{X+k}$. What is the name of the $Y$ distribution other than 'reciprocal shifted log-normal'? What is the mean of $Y$ in terms of $X$'s mean and variance?
Thanks!
probability-distributions
probability-distributions
asked Jul 16 '13 at 10:32
questiondude
1113
1113
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
– Martijn Weterings
Nov 30 at 14:05
add a comment |
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
– Martijn Weterings
Nov 30 at 14:05
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
– Martijn Weterings
Nov 30 at 14:05
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
– Martijn Weterings
Nov 30 at 14:05
add a comment |
1 Answer
1
active
oldest
votes
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f444919%2freciprocal-shifted-log-normal-distribution%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
add a comment |
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
add a comment |
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
answered Nov 30 at 14:06
Martijn Weterings
14010
14010
add a comment |
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f444919%2freciprocal-shifted-log-normal-distribution%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
If $k=1$ then $Y$ is a logistic normal function. In other cases you may relate it to a more general Johnson's $S_b$-distribution (see this similar question on stats.stackexchange). There is no known analytical expression for the mean of $Y$.
– Martijn Weterings
Nov 30 at 14:05