Proof that as the Standard Deviation of a Log Normal Distribution Approaches Zero the Distribution Becomes a Normal Distribution
2018
While it is fairly easy to prove that the Log Normal distribution becomes a Benford distribution as the standard deviation approaches infinity (see appendix A), it is a bit more difficult to prove that as the standard deviation approaches zero that the distribution becomes a Normal distribution with a mean of e^u where u is the mean of the natural logarithms of the data set values.
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