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Permanence of the Log-Normal Distribution

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Abstract

The distribution of the sum of log-normal variates is shown for most cases of interest to be very accurately represented by a log-normal distribution instead of a normal or Rayleigh distribution that might be expected from the central-limit theorem. As a result, observation of the log-normal distribution for the fluctuations of flux received after propagation through a random medium can be readily explained, regardless of the size of the receiving aperture.

In every case, the log-normal distribution is a better representation than the normal for the distribution of the sum of log-normal variates. However, in some cases not even the log-normal distribution is very accurate. The questions of convergence and accuracy are examined in detail.

© 1968 Optical Society of America

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