Gibrat,s Distribution
المؤلف:
Gibrat, R
المصدر:
Les Inégalités économiques. Paris: Recueil Sirey, 1931.
الجزء والصفحة:
...
6-4-2021
2040
Gibrat's Distribution
Gibrat's distribution is a continuous distribution in which the logarithm of a variable 
has a normal distribution,
 |
(1)
|
defined over the interval 
. It is a special case of the log normal distribution
 |
(2)
|
with 
and 
, and so has distribution function
![D(x)=1/2[1+erf((lnx)/(sqrt(2)))].](https://mathworld.wolfram.com/images/equations/GibratsDistribution/NumberedEquation3.gif) |
(3)
|
The mean, variance, skewness, and kurtosis excess are then given by
REFERENCES:
Gibrat, R. Les Inégalités économiques. Paris: Recueil Sirey, 1931.
Mansfield, E. "Entry, Gibrat's Law, Innovation, and the Growth of Firms." Amer. Econ. Rev. 52, 1023-1051, 1962.
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