TITLE:
The Mean Difference for Lognormal Distribution
AUTHORS:
Giovanni Girone, Fabio Manca
KEYWORDS:
Mean Difference, Function Lognormal
JOURNAL NAME:
Applied Mathematics,
Vol.7 No.9,
May
26,
2016
ABSTRACT: The calculation of the mean difference for
the lognormal distribution involves several hard integrals featuring the error
function. In this paper, considering two particular cases of an integral of the
exponential function for the complement to one ofthe error functions, and
using various symmetries, we have achieved the result of an extremely simple
and useful formula of the mean difference for the lognormal distribution.