LogMultinormalDistribution

LogMultinormalDistribution[μ,Σ]

represents a log-multinormal distribution with parameters μ and Σ.

Details

Background & Context

Examples

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Basic Examples  (4)

Probability density function:

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Cumulative distribution function:

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Mean and variance:

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Covariance:

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Scope  (6)

Properties & Relations  (7)

See Also

MultinormalDistribution  LogNormalDistribution  BinormalDistribution  GeometricBrownianMotionProcess

Introduced in 2012
(9.0)