\[E(x)=\int_0^\infty xf(x)dx=e^{\mu+\frac{\sigma^2}{2}}\]
\[D(x)=\int_0^\infty (x-E(x))^2f(x)dx=(e^{\sigma^2}-1)e^{2\mu+\sigma^2}\]
样本均值和方差如下:
115.6 | 17943.75 |
\[e^{\mu+\frac{\sigma^2}{2}}=115.6\]
\[(e^{\sigma^2}-1)e^{2\mu+\sigma^2}=17943.75\]
解出参数的值
\[\mu=4.2344\]
\[\sigma^2=0.8513\]
代入对数正态分布的密度函数即可


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