File tree Expand file tree Collapse file tree
Expand file tree Collapse file tree Original file line number Diff line number Diff line change 4242Then, the [ mode] ( /D/mode ) of $X$ is
4343
4444$$ \label{eq:lognorm-mode}
45- \mathrm{mode}(X) = e^\left( \mu -\sigma^2 \right) \; .
45+ \mathrm{mode}(X) = e^{ \left( \mu -\sigma^2 \right)} \; .
4646$$
4747
4848** Proof:** The [ mode] ( /D/mode ) is the value which maximizes the [ probability density function] ( /D/pdf ) :
@@ -77,7 +77,7 @@ $$ \label{eq:lognorm-mode-s1}
7777\begin{split}
7878f'_X(x) = 0 &= -\frac{1}{x^2 \sigma \sqrt{2 \pi}} \cdot \mathrm{exp} \left[ -\frac{\left( \ln x -\mu \right)^2}{2 \sigma^2} \right] \cdot \left(1 + \frac{\ln x -\mu}{\sigma^2} \right) \\
7979-1 &= \frac{\ln x -\mu}{\sigma^2} \\
80- x &= e^\left( \mu -\sigma^2 \right) \; .
80+ x &= e^{ \left( \mu -\sigma^2 \right)} \; .
8181\end{split}
8282$$
8383
9595we confirm that it is a maximum, showing that
9696
9797$$ \label{eq:lognorm-mode-qed}
98- \mathrm{mode}(X) = e^\left( \mu -\sigma^2 \right) \; .
98+ \mathrm{mode}(X) = e^{ \left( \mu -\sigma^2 \right)} \; .
9999$$
You can’t perform that action at this time.
0 commit comments