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Logarithmic Distribution


LogDistribution

The logarithmic distribution is a continuous distribution for a random variable X in [a,b], with 0<a<b<=1 or 1<=a<b. Its probability density function is zero outside the interval and is given by

 P(x)=(lnx)/(b(lnb-1)-a(lna-1))
(1)

and, for a<=x<=b, its cumulative distribution function is

 D(x)=(a(1-lna)-x(1-lnx))/(a(1-lna)-b(1-lnb)).
(2)

The distribution function is 0 for x<a and 1 for x>b. Its probability density function is proportional to lnx on this interval.

Note that the log-series distribution is sometimes also known as the logarithmic distribution, whereas the log uniform distribution on [1,10] gives Benford's law.

The raw moments for nonnegative integers n are given by

 mu_n^'=(a^(n+1)[1-(n+1)lna]-b^(n+1)[1-(n+1)lnb])/((n+1)^2[a(1-lna)-b(1-lnb)]).
(3)

The mean is therefore

 mu=(a^2(1-2lna)-b^2(1-2lnb))/(4[a(1-lna)-b(1-lnb)]).
(4)

The variance, skewness, and kurtosis excess are slightly complicated expressions.


See also

Benford's Law, Log Normal Distribution, Log-Series Distribution, Log Uniform Distribution

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Cite this as:

Weisstein, Eric W. "Logarithmic Distribution." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/LogarithmicDistribution.html

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