Geometric Standard Deviation - Relationship To Log-normal Distribution

Relationship To Log-normal Distribution

The geometric standard deviation is related to the log-normal distribution. The log-normal distribution is a distribution which is normal for the logarithm transformed values. By a simple set of logarithm transformations we see that the geometric standard deviation is the exponentiated value of the standard deviation of the log transformed values (e.g. exp(stdev(ln(A))));

As such, the geometric mean and the geometric standard deviation of a sample of data from a log-normally distributed population may be used to find the bounds of confidence intervals analogously to the way the arithmetic mean and standard deviation are used to bound confidence intervals for a normal distribution. See discussion in log-normal distribution for details.

Read more about this topic:  Geometric Standard Deviation

Famous quotes containing the words relationship to, relationship and/or distribution:

    Film music should have the same relationship to the film drama that somebody’s piano playing in my living room has to the book I am reading.
    Igor Stravinsky (1882–1971)

    Christianity as an organized religion has not always had a harmonious relationship with the family. Unlike Judaism, it kept almost no rituals that took place in private homes. The esteem that monasticism and priestly celibacy enjoyed implied a denigration of marriage and parenthood.
    Beatrice Gottlieb, U.S. historian. The Family in the Western World from the Black Death to the Industrial Age, ch. 12, Oxford University Press (1993)

    Classical and romantic: private language of a family quarrel, a dead dispute over the distribution of emphasis between man and nature.
    Cyril Connolly (1903–1974)