Template:Lognormal distribution standard deviation: Difference between revisions

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===The Standard Deviation===
===The Standard Deviation===
The standard deviation of the lognormal distribution,  <math>{\sigma }}</math> , is given by [[Appendix: Weibull References|[18]]]:  
The standard deviation of the lognormal distribution,  <math>{\sigma }</math> , is given by [[Appendix: Weibull References|[18]]]:  


::<math>\sigma =\sqrt{\left( {{e}^{2\mu '+\sigma {{'}^{2}}}} \right)-\left( {{e}^{\sigma {{'}^{2}}}}-1 \right)}</math>
::<math>\sigma =\sqrt{\left( {{e}^{2\mu '+\sigma {{'}^{2}}}} \right)-\left( {{e}^{\sigma {{'}^{2}}}}-1 \right)}</math>




The standard deviation of the natural logarithms of the times-to-failure,  <math>{\sigma}'</math> , in terms of  <math>\bar{T}</math>  and  <math>{{\sigma}</math>  is given by:  
The standard deviation of the natural logarithms of the times-to-failure,  <math>{\sigma}'</math> , in terms of  <math>\bar{T}</math>  and  <math>{\sigma}</math>  is given by:  


::<math>\sigma '=\sqrt{\ln \left( \frac{{{\sigma }^{2}}}{{{{\bar{T}}}^{2}}}+1 \right)}</math>
::<math>\sigma '=\sqrt{\ln \left( \frac{{{\sigma }^{2}}}{{{{\bar{T}}}^{2}}}+1 \right)}</math>

Revision as of 16:53, 13 February 2012

The Standard Deviation

The standard deviation of the lognormal distribution, [math]\displaystyle{ {\sigma } }[/math] , is given by [18]:

[math]\displaystyle{ \sigma =\sqrt{\left( {{e}^{2\mu '+\sigma {{'}^{2}}}} \right)-\left( {{e}^{\sigma {{'}^{2}}}}-1 \right)} }[/math]


The standard deviation of the natural logarithms of the times-to-failure, [math]\displaystyle{ {\sigma}' }[/math] , in terms of [math]\displaystyle{ \bar{T} }[/math] and [math]\displaystyle{ {\sigma} }[/math] is given by:

[math]\displaystyle{ \sigma '=\sqrt{\ln \left( \frac{{{\sigma }^{2}}}{{{{\bar{T}}}^{2}}}+1 \right)} }[/math]