ALTA ALTA Standard Folio Data TH-Lognormal

Standard Folio Data TH-Lognormal

ALTA

The [math]\displaystyle{ pdf }[/math] of the lognormal distribution is given by: [math]\displaystyle{ f(T)=\frac{1}{T\text{ }{{\sigma }_{{{T}'}}}\sqrt{2\pi }}{{e}^{-\tfrac{1}{2}{{\left( \tfrac{{T}'-\overline{{{T}'}}}{{{\sigma }_{{{T}'}}}} \right)}^{2}}}} }[/math] where: [math]\displaystyle{ {T}'=\ln (T) }[/math] [math]\displaystyle{ T=\text{times-to-failure} }[/math] and: • [math]\displaystyle{ \overline{{{T}'}}= }[/math] mean of the natural logarithms of the times-to-failure. • [math]\displaystyle{ {{\sigma }_{{{T}'}}}= }[/math] standard deviation of the natural logarithms of the times-to-failure.

T-H Lognormal

See an example