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Raw moments and limited moments for the Lognormal distribution whose logarithm has mean equal to meanlog and standard deviation equal to sdlog.
meanlog
sdlog
mlnorm(order, meanlog = 0, sdlog = 1) levlnorm(limit, meanlog = 0, sdlog = 1, order = 1)
mlnorm gives the \(k\)th raw moment and
mlnorm
levlnorm gives the \(k\)th moment of the limited loss variable.
levlnorm
Invalid arguments will result in return value NaN, with a warning.
NaN
order of the moment.
limit of the loss variable.
mean and standard deviation of the distribution on the log scale with default values of 0 and 1 respectively.
0
1
Vincent Goulet vincent.goulet@act.ulaval.ca and Mathieu Pigeon
Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2012), Loss Models, From Data to Decisions, Fourth Edition, Wiley.
Lognormal for details on the lognormal distribution and functions [dpqr]lnorm.
Lognormal
[dpqr]lnorm
mlnorm(2, 3, 4) - mlnorm(1, 3, 4)^2 levlnorm(10, 3, 4, order = 2)
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