Raw moments and limited moments for the Lognormal distribution whose
logarithm has mean equal to meanlog and standard deviation
equal to sdlog.
mlnorm(order, meanlog = 0, sdlog = 1)
levlnorm(limit, meanlog = 0, sdlog = 1, order = 1)mlnorm gives the
levlnorm gives the
Invalid arguments will result in return value NaN, with a warning.
order of the moment.
limit of the loss variable.
mean and standard deviation of the distribution
on the log scale with default values of 0 and 1
respectively.
Vincent Goulet vincent.goulet@act.ulaval.ca and Mathieu Pigeon
Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2012), Loss Models, From Data to Decisions, Fourth Edition, Wiley.
Lognormal for details on the lognormal distribution and
functions [dpqr]lnorm.
mlnorm(2, 3, 4) - mlnorm(1, 3, 4)^2
levlnorm(10, 3, 4, order = 2)
Run the code above in your browser using DataLab