Two concepts of symmetry for the distributions of positive random variables Y are log-symmetry (symmetry of the distribution of log Y ) and Rsymmetry (Mudholkar & Wang, 2007). In this paper, we characterise the distributions that have both properties, which we call doubly symmetric. It turns out that doubly symmetric distributions constitute a subset of those distributions that are moment-equiv...

By conventional wisdom, a feature that occurs too often or too rarely in a genome can indicate a functional element. To infer functionality from frequency, it is crucial to precisely characterize occurrences in randomly evolving DNA. We find that the frequency of oligonucleotides in a genomic sequence follows primarily a Pareto-lognormal distribution, which encapsulates lognormal and power-law ...

We show that if the intrinsic break energy of Gamma-Ray Bursts (GRBs) is determined by the product of more than three random variables the observed break energy distribution becomes almost lognormal including the redshift effect because of the central limit theorem. The excess from the lognormal distribution at the low break energy is possibly due to the high redshift GRBs. The same argument ma...

A lognormal interconnection length distribution function is derived from a large number of VLSI layouts. The assumption of a Weibull distribution could not be confirmed. Hierarchical slicing trees are derived from structural descriptions of the sample systems by recursive partitioning. Using the earlier proposed area estimation results, a new model for interconnection length estimation based on...

Two concepts of symmetry for the distributions of positive random variables Y are log-symmetry (symmetry of the distribution of log Y ) and Rsymmetry (Mudholkar & Wang, 2007). In this paper, we characterise the distributions that have both properties, which we call doubly symmetric. It turns out that doubly symmetric distributions constitute a subset of those distributions that are moment-equiv...

Source code size is an estimator of software effort. Size is also often used to calibrate models and equations to estimate the cost of software. The distribution of source code file sizes has been shown in the literature to be a lognormal distribution. In this paper, we measure the size of a large collection of software (the Debian GNU/Linux distribution version 5.0.2), and we find that the sta...

Several relativistic extensions of the Maxwell-Boltzmann distribution have been proposed, but they do not explain observed lognormal tail-behavior in the flux distribution of various astrophysical sources. Motivated by this question, extensions of classical central limit theorems are developed under the conditions of special relativity. The results are related to CLTs on locally compact Lie gro...

We show that, for the purpose of pricing Swaptions, the Swap rate and the corresponding Forward rates can be considered lognormal under a single martingale measure. Swaptions can then be priced as options on a basket of lognormal assets and an approximation formula is derived for such options. This formula is centered around a Black-Scholes price with an appropriate volatility, plus a correctio...

To evaluate the distribution function of a sum of lognormal random variables. it is common to use approximation methods based on moment matching. These include the classical and simple Fenton-Wilkinson method, which approximates the sum with a single lognormal variable, having the first two moments matched. In this letter, we give a closed-form bound for the error of the distribution function, ...

We investigate the historical volatility of the 100 most capitalized stocks traded in US equity markets. An empirical probability density function (pdf) of volatility is obtained and compared with the theoretical predictions of a lognormal model and of the Hull and White model. The lognormal model well describes the pdf in the region of low values of volatility whereas the Hull and White model ...