Log Normal Distribution

Sebuah distribusi log normal adalah berhubungan erat dengan

distribusi normal. Jika log dari variabel acak yang terdistribusi
normal, variabel yang diasumsikan log terdistribusi normal.
Transformation of Log-Normal to Normal Distribution
Probability Plot of Sample Permeability
2
2
2
ln 1
o
|

| |
= +
|
\ .
( )
2
ln
2
|
o =
Standar Deviation
Sebuah survei dari reservoir minyak dan
gas dalam yang diberikan suatu cekungan
menunjukkan bahwa mean aritmetika dari
semua cadangan adalah 200.000 BBLS
dan deviasi standar 400.000. Jika
distribusi dari cadangan adalah log-
normal, menghitung probabilitas yang
belum dibor prospek akan menghasilkan
kurang dari 400.000 BBLS.
Solution
( )
( )
2
2
2
2
2
ln 1
400,000
ln 1
200,000
1.609
o
|

| |
= +
|
\ .
| |
= + |
|
\ .
=
( )
( )
2
ln
2
1.609
ln 200,000
2
11.4
|
o =
=
=
In (400,000) = 12.90
( )
( )
ln
12.9 11.4
1.609
1.1825
1.1825 0.88 from Table 2.2
x
z
F
o
|


= =
=
=
...2.30
Dykstra Parson Coefficient
k k
V
k
o

=
E. Interference and Estimation of Parameters
Objective of any statistical analysis is to make interferences about
population based on the information contained in a sample. In addition to
making interfrence, we would also like to know the uncertainties
associated with the estimation
3. Type of Estimation
In interfering about population parameters, two types of estimates are
possible. An interval estimate allows an estimation of probability that a
random variable within population will fall within certain region.
4. Desirable Properties of Estimation
a. Unbiasedness
| |
E u u = =
...2.31
b. Minimum Variance
Fig. 2.11: Unbiasedness Criterion
Fig. 2.12: Variance of Estimators
E. Bivariate Distribution
1. Linear Regression
( )
1
2
,
x
C X Y
|
o
=
...2.32
| | | |
0 1
E Y E X | | =
...2.33
Example 2.7
Using the data from Example 2.4, calculate the slope and the intercept for a
linear regression between log of permeability and the porosity.
Solution
C(X,Y) = 0.8875
The varianve of X is also calculated as,
S
X
= 2.3291, therefore, S
X
2
= 5.4247
| |
|
|
1
1
1
1
29.49 26.79 28.74 27.65 27.69
9
22.69 23.3 23.81 25.54
26.19
n
i
E X x x
n
=
= =
= + + + +
+ + + +
=

| | |
|
1
3.063 2.725 3.025 2.915 3.006
9
2.037 2.140 2.22 2.559
2.632
E Y y = = + + + +
+ + + +
=
( )
1
2
,
0.8875
0.1636
5.4247
x
C X Y
|
o
=
= =
| | | |
( )
0 1
2.632 0.1636 26.19
1.5584
E Y E X | | =
=
=
Fig. 2.13: Log. Of Permeability Vs. Porosity Plot
Fig. 2.14: Inappropriate Use of Linear Regresion
2. Spatial Relationship
( ) ( ) ( ) ( )
( ) ( )
=
= =
+ = + (

+

1
2
1 1
1
,
1
n
i i i i
i
n n
i i
i i
C V X V X h V X V X h
n
V X V X h
n
2.33
Example 2.8
The following well bore porosity data are collected from a sandstone
reservoir. The data were collected at every one foot interval
Solution
A plot of covariance versus a lag distance is shown in Figure 2.15. The plot
indicates that the intuitive relationship between the covariance and the lag
distance has been borne out.
Fig. 2.15: Covariance versus Lag Distance
( ) | |
( )
| || |
2
1
1 8.25 9.0 9.0 6.25 ... 8.25 9.0 9.0 9.25
26
1
8.25 9.0 ... 8.25 9.0 9.0 6.25 ... 9.0 9.25
26
1.126
C x x x x = + + + +
+ + + + + + + +
=
Fig. 2.16: Scatter Plots of Porosity Data
( )
2
1
1
n
i
i
h d
n

= =

..2.35
( ) ( ) ( )
2
1
1
1
2
n
i
i
h V X V X h
n

= + (

2.36
Example 2.9
Using the data in Example 2.8, estimate the variogram as a function of lag
distance
Solution
As evident from Figure 2.16, the variogram has to be zero at h equal to
zero, and it should increase as the distance increases.
This type of behaviour is exactly opposite of covariance.
( ) ( ) ( ) ( ) ( )
2 2 2 2 1
1 8.25 9.0 9.0 6.25 ... 8.25 9.0 9.0 9.25
2 26
0.385
x

(
= + + +

=
Fig. 2.17: Variogram and Covariance as a Function of Distance