How to solve this lognormal distribution problem?

2013-09-23 5:04 pm
1) Given A~N(3,5), what is Pr(A>4) ?

2) What if A follows the lognormal distribution?

thx :)

my answer for the first question is 1/5. Is it correct ?

For the second question, I don't have the mean and SD, how can I calculate the lognormal distribution ?

回答 (1)

2013-09-23 5:32 pm
✔ 最佳答案
1. For PR(A<=4), you can use excel function of
=NORM.DIST(4,3,SQRT(5),TRUE)
or use the normal table for the value Phi((3-4)/SQRT(5))
to get the probability of getting a value of anything up to 4 with the correspond parameters. This calculation would return 0.672, hence you are looking for the complete (to reach Pr(A>4)) 1-0.672= 0.327.

2. It's a problem if you don't have the mean and SD, basically no big difference between calculations... (use lognormal table)

Good luck!


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