[R] A somewhat off the line question to a log normal distribution

[Kahra Hannu]

Sigfried,

I am not a statistician, but I have learned that according to the Central Limit Theorem (CLT) sums of random variables, regardless of their form, will tend to be normally distributed. CLT does not require the variables in the sum to come from the same underlying distribution.

Ciao,

Hannu Kahra 
Progetti Speciali 
Monte Paschi Asset Management SGR S.p.A. 
Via San Vittore, 37
IT-20123 Milano, Italia 

Tel.: +39 02 43828 754 
Mobile: +39 333 876 1558 
Fax: +39 02 43828 247 
E-mail: kahra at mpsgr.it 
Web: www.mpsam.it 



-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Siegfried Gonzi
Sent: Thursday, December 02, 2004 10:18 AM
To: r-help at stat.math.ethz.ch
Subject: [R] A somewhat off the line question to a log normal
distribution


Hello:

Oh yes I know it isn't so much related to R, but I gather there are a 
lot of statisticians reading the mailing list.

My boss repeatedly tried to explain me the following.

==
Lets assume you have got daily measurements of a variable in natural 
sciences. It turned out that the aformentioned daily measurements follow 
a log-normal distribution when considered over the course of a year. 
Okay. He also tried to explain me that the monthly means (based on the 
daily measurements) must follow a log-normal distribution too then over 
the course of a year.
==

I somehow get his explanation.

But I have measurements which are log-normal distributed when evaluated 
on a daily basis over the course of a year  but they are close to a 
Gaussian distribution when considered under the light of monthly means 
over the course of a year.

Is such a latter case feasible. And if not why.

Regards,
Siegfried Gonzi

>
>
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