Kahra Hannu
2004-Dec-02 10:14 UTC
[R] A somewhat off the line question to a log normal distribution
Sigfried, I am not a statistician, but I have learned that according to the Central Limit Theorem (CLT) sums of random variables, regardless of their form, will tend to be normally distributed. CLT does not require the variables in the sum to come from the same underlying distribution. Ciao, Hannu Kahra Progetti Speciali Monte Paschi Asset Management SGR S.p.A. Via San Vittore, 37 IT-20123 Milano, Italia Tel.: +39 02 43828 754 Mobile: +39 333 876 1558 Fax: +39 02 43828 247 E-mail: kahra at mpsgr.it Web: www.mpsam.it -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Siegfried Gonzi Sent: Thursday, December 02, 2004 10:18 AM To: r-help at stat.math.ethz.ch Subject: [R] A somewhat off the line question to a log normal distribution Hello: Oh yes I know it isn't so much related to R, but I gather there are a lot of statisticians reading the mailing list. My boss repeatedly tried to explain me the following. =Lets assume you have got daily measurements of a variable in natural sciences. It turned out that the aformentioned daily measurements follow a log-normal distribution when considered over the course of a year. Okay. He also tried to explain me that the monthly means (based on the daily measurements) must follow a log-normal distribution too then over the course of a year. = I somehow get his explanation. But I have measurements which are log-normal distributed when evaluated on a daily basis over the course of a year but they are close to a Gaussian distribution when considered under the light of monthly means over the course of a year. Is such a latter case feasible. And if not why. Regards, Siegfried Gonzi> > >______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html