نتایج جستجو برای: lognormal

تعداد نتایج: 2539  

2010
R. H. T. Garnett

Ore-reserve estimations of deposits with low mineral concentrations, such as those of copper, gold and tin, are usually made on the assumption that the grades follow a lognormal distribution. Multiple mineralization or reworking of a deposit may have modified the simple distribution expected — producing an overall distribution of grades which can be adequately described by a mixture of lognorma...

2004
M. M. Raghuwanshi Rajiv Gandhi

In this paper, we propose simulated binary crossover with lognormal probability distribution (SBX-l), a new recombination operator for real-coded GAs. It is a parent-centric operator uses lognormal distribution for spread factor. SBX-l operator with rigid and flexible bound is proposed. Experimental results using test functions, which are commonly used in studies of evolutionary algorithms, are...

2013
Nirmal B. Chakrabarti

The characteristic function (chf) of a lognormal process is derived using saddle point method . Relations are established between the polar coordinates of the saddle point and variance and mean parameters. The characteristic function and cumulants are then decomposed into a primary and a secondary component. The sum rules for the variance and means of a sum of lognormals and the computation of ...

2016
Ali Abdi Mostafa Kaveh

Shadow fading causes random fluctuations of the envelope mean at the mobile. The lognormal distribution is widely accepted for this phenomenon. In this paper we argue that, based on theoretical results and measured data, gamma distribution does the job as well. Then we show that by using the gamma distribution and in contrast with the use of the lognormal distribution, we can obtain easy-to-use...

2003
Nick T. Thomopoulos Arvid C. Johnson

While lognormal distributions have demonstrated great utility in a number of applications related to decision sciences, practitioners find few – if any – tables of its cumulative distribution function available to support their work. This paper describes a “standardized” form of the lognormal distribution and a methodology by which tables of its cumulative distribution function can be generated...

2016
Oscar Fontanelli Pedro Miramontes Yaning Yang Germinal Cocho Wentian Li

Although Zipf's law is widespread in natural and social data, one often encounters situations where one or both ends of the ranked data deviate from the power-law function. Previously we proposed the Beta rank function to improve the fitting of data which does not follow a perfect Zipf's law. Here we show that when the two parameters in the Beta rank function have the same value, the Lavalette ...

2006
R. Gutiérrez N. Rico P. Román

Approximate and generalized confidence bands for some parametric functions of the univariate lognormal diffusion process with exogenous factors are obtained. The procedures to obtain these bands are developed from the suitable adaptation of the available methods for building confidence intervals for the mean of the lognormal distribution. The obtained bands are similar to those calculated for t...

Journal: :Cell reports 2013
Kenji Mizuseki György Buzsáki

Despite the importance of the discharge frequency in neuronal communication, little is known about the firing-rate patterns of cortical populations. Using large-scale recordings from multiple layers of the entorhinal-hippocampal loop, we found that the firing rates of principal neurons showed a lognormal-like distribution in all brain states. Mean and peak rates within place fields of hippocamp...

2010
Michael J. Stringer Marta Sales-Pardo Luis A. Nunes Amaral

A central issue in evaluative bibliometrics is the characterization of the citation distribution of papers in the scientific literature. Here, we perform a large-scale empirical analysis of journals from every field in Thomson Reuters' Web of Science database. We find that only 30 of the 2,184 journals have citation distributions that are inconsistent with a discrete lognormal distribution at t...

Journal: :Advances in Complex Systems 2008
Ruipeng Liu Tiziana di Matteo Thomas Lux

In this paper, we consider daily financial data from various sources (stock market indices, foreign exchange rates and bonds) and analyze their multiscaling properties by estimating the parameters of a Markov-switching multifractal (MSM) model with Lognormal volatility components. In order to see how well estimated models capture the temporal dependency of the empirical data, we estimate and co...

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