In the last post we took a look at the log normal distribution, the statistical distribution that describes the outcomes of products of random variables.

Whilst the PDF, CDF, inverse CDF and random number generator were trivially implemented by combining logarithms and exponentials with the normal distribution's equivalent functions, it proved to be rather more difficult to implement the characteristic function...

Whilst the PDF, CDF, inverse CDF and random number generator were trivially implemented by combining logarithms and exponentials with the normal distribution's equivalent functions, it proved to be rather more difficult to implement the characteristic function...

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