Is this a log-normal distribution?

[ruwan2]

Hi,

On wikipedia, I see lognormal distribution is defined as:




but in a paper I feel that it is different from the above wiki definition. Please see the below attached image. The exponential '2' is marked with a red circle. The extra '2' in equation (4) makes it different from the wiki definition. Thus, it is not a log normal distribution (for the blue underline marked) any more.



If the article is correct, then the square of a Gaussian variable is still a Gaussian. Do you think so? I do not hear about this.

What do you think?

Thanks,

 

[zorro]

Hi Ruwan2,

take into account that log(X^2)=2*log(X) .

What can be deduced from the article is not that the square of a Gaussian variable is still a Gaussian, but that the square of a log-normal variable is still log-normal.

Regards

Z