Lognormal sampling

May 10, 2013 at 3:04 AM
I'm trying to generate lognormal samples.
When I do something like this:
double sample = LogNormal.Sample(aRandomGenerator, 0.000001, 0.000001)
I get numbers back close to 1, but I was expected them to be distributed around my mean (0.000001).

What am I doing wrong?
May 10, 2013 at 3:52 AM
It looks like I get the correct result if I do this:
double sample = Math.Log(LogNormal.Sample(aRandomGenerator, 0.000001, 0.000001));
Why's that?
Coordinator
May 10, 2013 at 9:11 AM
Edited May 10, 2013 at 9:14 AM
From a first look it seems it is working correctly. The mu/sigma parameters do not specify the mean and standard deviation of the variable (these are called "Mean" and "StdDev"), but of the natural logarithm of the variable (thus confirming your observation in your second post). This is consistent with wikipedia, although admittedly quite confusing.
Marked as answer by cdrnet on 10/3/2013 at 3:38 PM
Coordinator
May 10, 2013 at 9:15 AM