Question

I would like to generate some random numbers log-normally distributed with a specified geometric mean (GM) and geometric standard deviation (GSD), say GM=10 and GSD=2.5.
How do I do that in Matlab? I looked up Matlab’s help and found this link but I want to use my initial inputs as GM and GSD rather than mean and variance.

http://www.mathworks.com/help/toolbox/stats/lognrnd.html

Answer 1

Wikipedia says that the geometric mean of the log-normal distribution is exp(µ) and the geometric standard deviation is exp(sigma). So just do:

rn = lognrnd(log(GM), log(GSD));