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On the Generalized Lognormal Distribution

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  • Thomas L. Toulias
  • Christos P. Kitsos

Abstract

This paper introduces, investigates, and discusses the -order generalized lognormal distribution ( -GLD). Under certain values of the extra shape parameter , the usual lognormal, log-Laplace, and log-uniform distribution, are obtained, as well as the degenerate Dirac distribution. The shape of all the members of the -GLD family is extensively discussed. The cumulative distribution function is evaluated through the generalized error function, while series expansion forms are derived. Moreover, the moments for the -GLD are also studied.

Suggested Citation

  • Thomas L. Toulias & Christos P. Kitsos, 2013. "On the Generalized Lognormal Distribution," Journal of Probability and Statistics, Hindawi, vol. 2013, pages 1-15, July.
    • Handle: RePEc:hin:jnljps:432642
    DOI: 10.1155/2013/432642
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