Modified lognormal power-law distribution

The modified lognormal power-law (MLP) function is a three parameter function that can be used to model data
that have characteristics of a log-normal distribution and a power law behavior. It has been used to model the
functional form of the initial mass function (IMF). Unlike the other functional forms of the IMF, the MLP is a single
function with no joining conditions.

Functional form
The closed form of the probability density function of the MLP is as follows:

where is the asymptotic power-law index of the distribution. Here and are the mean and variance,
respectively, of an underlying lognormal distribution from which the MLP is derived.

Mathematical properties
Following are the few mathematical properties of the MLP distribution:

Cumulative distribution

The MLP cumulative distribution function ( ) is given by:

We can see that as that which is the cumulative distribution function for a
lognormal distribution with parameters μ0 and σ0 .

Mean, variance, raw moments

The expectation value of k gives the th raw moment of ,

This exists if and only if α > , in which case it becomes:

which is the th raw moment of the lognormal distribution with the parameters μ0 and σ0 scaled by α⁄α- in the limit
α→∞. This gives the mean and variance of the MLP distribution:
 2 ⟩-(⟨ exp(σ 0 2 ) α
Var( )=⟨ ⟩)2 = α exp(σ0 2 + 2μ0 ) ( α-2 - (α-2)2 ), α > 2

Mode

The solution to the equation = 0 (equating the slope to zero at the point of maxima) for gives the mode of
the MLP distribution.

where and

Numerical methods are required to solve this transcendental equation. However, noting that if ≈1 then u = 0 gives
us the mode * :

Random variate

The lognormal random variate is:

where is standard normal random variate. The exponential random variate is :

where R(0,1) is the uniform random variate in the interval [0,1]. Using these two, we can derive the random variate
for the MLP distribution to be:

References
1. Basu, Shantanu; Gil, M; Auddy, Sayatan (April 1, 2015). "The MLP distribution: a modified lognormal
power-law model for the stellar initial mass function". MNRAS. 449 (3): 2413–2420. arXiv:1503.00023
(https://arxiv.org/abs/1503.00023). Bibcode:2015MNRAS.449.2413B (https://ui.adsabs.harvard.edu/a
bs/2015MNRAS.449.2413B). doi:10.1093/mnras/stv445 (https://doi.org/10.1093%2Fmnras%2Fstv44
5).

Retrieved from "https://en.wikipedia.org/w/index.php?title=Modified_lognormal_power-law_distribution&oldid=1086570217"