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 fun...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 of the 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.展开更多
文摘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 of the 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.
