Lognormal genesis

1981 ◽  
Vol 18 (2) ◽  
pp. 542-547 ◽  
Author(s):  
Gavin Brown ◽  
J. W. Sanders

Models have been proposed in many diverse areas to generate a lognormal distribution and the underlying idea has always been some form of the law of proportionate effect. In a sense any model must resemble this recipe: take logs and apply the central limit theorem. Our model is no exception. However our formulation is designed to encompass the previous models and demonstrate that the fundamental concept is one of classification. This supersedes a multitude of models which incorporate a mechanism peculiar to a specific application in order to use the law of proportionate effect; we illustrate with applications of the model to ecology, econometrics and geostatistics.

1981 ◽  
Vol 18 (02) ◽  
pp. 542-547 ◽  
Author(s):  
Gavin Brown ◽  
J. W. Sanders

Models have been proposed in many diverse areas to generate a lognormal distribution and the underlying idea has always been some form of the law of proportionate effect. In a sense any model must resemble this recipe: take logs and apply the central limit theorem. Our model is no exception. However our formulation is designed to encompass the previous models and demonstrate that the fundamental concept is one of classification. This supersedes a multitude of models which incorporate a mechanism peculiar to a specific application in order to use the law of proportionate effect; we illustrate with applications of the model to ecology, econometrics and geostatistics.


2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Mingzhou Xu ◽  
Kun Cheng

By an inequality of partial sum and uniform convergence of the central limit theorem under sublinear expectations, we establish precise asymptotics in the law of the iterated logarithm for independent and identically distributed random variables under sublinear expectations.


1994 ◽  
Vol 17 (2) ◽  
pp. 323-340 ◽  
Author(s):  
Deli Li ◽  
M. Bhaskara Rao ◽  
Xiangchen Wang

Combining Feller's criterion with a non-uniform estimate result in the context of the Central Limit Theorem for partial sums of independent random variables, we obtain several results on the Law of the Iterated Logarithm. Two of these results refine corresponding results of Wittmann (1985) and Egorov (1971). In addition, these results are compared with the corresponding results of Teicher (1974), Tomkins (1983) and Tomkins (1990)


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