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.

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