Pierre Simon Laplace, Inverse Probability, Central Limit Theorem, Probability, Deep Dives.
2.66. Areas under the PDF curve of X ~ Lognormal(0, 0.⁵²) (Image by Author) Thus, if X is log-normally distributed with parameters 0 and 0.05², there is a 95% chance that the mean of X will lie in the interval [0.38, 2.66]. In the above example, we could easily find the inverse CDFs for 0.025 and