honey throat 1980
Transcription
honey throat 1980
Log-Normal Distributions across the Sciences: Keys and Clues Author(s): Eckhard Limpert, Werner A. Stahel, Markus Abbt Source: BioScience, Vol. 51, No. 5 (May, 2001), pp. 341-352 Published by: American Institute of Biological Sciences Stable URL: http://www.jstor.org/stable/1314039 Accessed: 15/10/2008 21:11 Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at http://www.jstor.org/action/showPublisher?publisherCode=aibs. Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. JSTOR is a not-for-profit organization founded in 1995 to build trusted digital archives for scholarship. We work with the scholarly community to preserve their work and the materials they rely upon, and to build a common research platform that promotes the discovery and use of these resources. For more information about JSTOR, please contact [email protected]. American Institute of Biological Sciences is collaborating with JSTOR to digitize, preserve and extend access to BioScience. http://www.jstor.org Articles Distributions Log-normal the across Keys and Sciences: Clues ECKHARD WERNERA. STAHEL,AND MARKUSABBT LIMPERT, ON THE CHARMS OF STATISTICS,AND A s the need grows for conceptualization, formalization,and abstractionin biology,so too does mathematics'relevanceto the field(Fagerstr6met al. 1996).Mathematicsis particularlyimportantfor analyzingand characterizingrandomvariationof, for example,size andweightof individualsin populations,theirsensitivityto chemicals,and time-to-eventcases,such as the amount of time an individual needsto recoverfromillness.The frequencydistribution of such datais a majorfactordeterminingthe type of statistical analysisthat can be validlycarriedout on any dataset. Manywidelyusedstatisticalmethods,suchasANOVA(analysis of variance)and regressionanalysis,requirethat the data be normallydistributed,but only rarelyis the frequencydistributionof datatestedwhen these techniquesareused. TheGaussian(normal)distributionis most oftenassumed to describethe randomvariationthatoccursin the datafrom manyscientificdisciplines;the well-knownbell-shapedcurve can easilybe characterizedand describedby two values:the arithmeticmeanx and the standarddeviations, so thatdata sets arecommonly describedby the expression + ? s. A historicalexampleof a normaldistributionis thatof chestmeasurements of Scottish soldiers made by Quetelet, Belgian founderof modern social statistics(Swoboda1974).In addition, such disparatephenomena as milk production by cows and randomdeviationsfrom targetvaluesin industrial processesfit a normal distribution. However,manymeasurementsshowa moreor lessskewed distribution.Skeweddistributionsareparticularlycommon when meanvaluesarelow,varianceslarge,andvaluescannot be negative,asis the case,forexample,withspeciesabundance, lengthsof latentperiodsof infectiousdiseases,and distribution of mineralresourcesin the Earth'scrust.Suchskeweddistributionsoftencloselyfitthe log-normaldistribution(Aitchison and Brown 1957, Crow and Shimizu 1988, Lee 1992, Johnsonet al. 1994,Sachs1997).Examplesfittingthe normal distribution, which is symmetrical, and the lognormal distribution,which is skewed,aregiven in Figure1. Note that body height fits both distributions. Often,biologicalmechanismsinducelog-normaldistributions(Koch1966),aswhen,forinstance,exponentialgrowth HOW MECHANICALMODELS RESEMBLING GAMBLING MACHINES OFFERA LINK TO A HANDY WAYTO CHARACTERIZELOGNORMAL DISTRIBUTIONS,WHICH CAN PROVIDE DEEPERINSIGHT INTO VARIABILITYAND PROBABILITY-NORMAL OR LOG-NORMAL: THAT IS THE QUESTION is combinedwith furthersymmetricalvariation:Witha mean concentrationof, say, 106bacteria,one cell divisionmoreor less-will leadto 2 x 106-or 5 x 105--cells.Thus,therange will be asymmetrical-to be precise,multipliedor dividedby 2 around the mean. The skewed size distributionmay be why "exceptionally" big fruitarereportedin journalsyearafteryearin autumn.Suchexceptions,however,maywellbe the rule:Inheritanceof fruitand flowersizehaslong beenknown to fit the log-normaldistribution(Groth1914,Powers1936, Sinnot 1937). What is the differencebetween normal and log-normal variability?Both forms of variabilityarebased on a variety of forces acting independently of one another. A major difference,however,is that the effects can be additive or multiplicative, thus leading to normal or log-normal distributions,respectively. EckhardLimpert(e-mail:[email protected]) is a and senior in scientist the of the Inbiologist Group Phytopathology stituteof PlantSciences inZurich,Switzerland. WernerA.Stahel(email:[email protected]) is a mathematician andheadof the ConsultingServiceat the Statistics Group,Swiss FederalInstitute of Technology(ETH),CH-8092Zirich,Switzerland.MarkusAbbtis a mathematicianand consultantat FJAFeilmeier&JunkerAG,CH8008 Zuirich, Switzerland.@ 2001 AmericanInstituteof Biological Sciences. May 2001 / Vol.51 No. 5 * BioScience 341 Articles geous as, by definition,log-normal distributions are symmetricalagainat the log level. Unfortunately,the widespreadaversionto cO statisticsbecomes even more pronouncedas soon as logarithmsareinvolved.This may be Q) the major reason that log-normal distribuN tions are so little understood in general, which leads to frequent misunderstandings and errors. Plotting the data can help, but 111 I a CI IL 55 60 65 70 0 10 20 30 40 graphsaredifficultto communicateorally.In concentration height short, currentways of handling log-normal distributionsare often unwieldy. To get an idea of a sample, most people Figure 1. Examplesof normal and log-normaldistributions.While the to think in terms of the original prefer distribution of the heights of 1052 women (a, in inches;Snedecorand than the log-transformeddata. This rather Cochran1989)fits the normal distribution,with a goodnessoffit p value of conception is indeed feasible and advisable 0.75, that of the content of hydroxymethylfurfurol(HMF,mg.kg-1)in 1573 for log-normal data,too, because the familhoney samples (b;Renner 1970)fits the log-normal (p = 0.41) but not the iar properties of the normal distribution normal (p = 0.0000). Interestingly,the distribution of the heights of women have their analogies in the log-normal disfits the log-normaldistribution equally well (p = 0.74). tribution. To improve comprehension of log-normal distributions, to encourage their proper use, and to show their importance in life, we Some basic principles of additive and multiplicative present a novel physicalmodel for generatinglog-normal effects can easily be demonstratedwith the help of two distributions, thus filling a 100-year-old gap. We also 1 dice with sides numbered from to 6. the ordinary Adding demonstratethe evolution and use of parametersallowing two numbers,which is the principleof most games,leadsto characterization of the data at the original scale. values from 2 to 12, with a mean of 7, and a symmetrical Moreover,we compare log-normal distributions from a can distribution. The total be described as frequency range varietyof branchesof science to elucidatepatternsof vari7 plus or minus 5 (that is, 7 ? 5) where,in this case,5 is not ability, thereby reemphasizing the importance of logthe standarddeviation.Multiplyingthe two numbers,hownormal distributionsin life. 1 and 36 with a leads to values between skewed ever, highly distribution.The totalvariabilitycan be describedas 6 mulA physical model demonstratingthe tiplied or dividedby 6 (or 6 X/ 6). In this case,the symmehas moved to the level. genesis of log-normal distributions multiplicative try these are neither normal nor Therewas reasonfor Galton (1889) to complainabout colexamples Although lognormal distributions,they do clearlyindicatethat additive leagueswho wereinterestedonlyin averagesand ignoredranand multiplicativeeffectsgive riseto differentdistributions. dom variability.In his thinking,variabilitywas even partof in we cannot describe both of distribution the the "charmsof statistics."Consequently,he presenteda simThus, types same way. Unfortunately,however,common belief has it plephysicalmodelto givea dearvisualizationof binomialand, that quantitativevariabilityis generallybell shaped and finally,normalvariabilityand its derivation. in The current science is to use practice symmetrical. symFigure2a shows a furtherdevelopment of this "Galton metricalbars in graphsto indicate standarddeviations or board,"in which particlesfall down a board and are devi? and the to summarize even the ated at decision points (the tips of the triangularobstacles) errors, data, sign though data or the underlyingprinciplesmay suggest skeweddiseitherleft or rightwith equalprobability.(Galtonused simtributions(Factoret al. 2000, Keesing.2000,Le Naour et al. ple nails insteadof the isoscelestrianglesshown here,so his al. In a Rhew et number of cases the variabiliinventionresemblesa pinballmachineor the Japanesegame 2000, 2000). is because three stanPachinko.)The normaldistributioncreatedby the boardrety clearlyasymmetrical subtracting darddeviationsfrom the mean producesnegativevalues,as flects the cumulativeadditiveeffectsof the sequenceof dein the example 100 ? 50. Moreover,the exampleof the dice cision points. shows that the establishedway to characterizesymmetrical, A particleleavingthe funnelat the top meetsthe tip of the additivevariabilitywith the sign ? (plus or minus) has its firstobstacleand is deviatedto the left or rightby a distance c with equalprobability.It then meetsthe correspondingtriequivalentin the handysign x/ (times or dividedby), which will be discussedfurtherbelow. anglein the secondrow,andis againdeviatedin thesamemanare in distributions characterized ner,and so forth.The deviationof the particlefromone row usually Log-normal terms of the log-transformedvariable,using as parameters to the next is a realizationof a randomvariablewith possible the expected value, or mean, of its distribution,and the values+c and-c, andwith equalprobabilityforboth of them. standarddeviation.This characterizationcan be advantaFinally,afterpassingr rowsof triangles,the particlefallsinto L)(a) C.) 342 BioScience - May 2001 / Vol.51 No. 5 _ (b) Articles A AL i Ak. k A A& A Ai i Ab Adbo. A6AL AA 6 Aihi, amadmo ohm, Ai AA AAA A ALiiM? A A Ak " A k t A k Ak A .h, dbh dk h thegenesisof normaland log-normaldistributions. Particlesfallfroma funnel Figure2. Physicalmodelsdemonstrating ontotipsof triangles,wheretheyaredeviatedto theleftor to therightwithequalprobability(0.5)andfinallyfall into remainbelowtheentrypointsof theparticles.If thetip of a triangleis at Themediansof thedistributions receptacles. distancexfrom theleftedgeof theboard,triangletipsto therightand to theleftbelowit areplacedat x + c andx - c for thenormaldistribution(panela), andx * c' andx / c'for thelog-normal(panelb,patentpending),c andc' being aregeneratedbymanysmallrandomeffects(accordingto thecentrallimittheorem)thatare constants.Thedistributions additivefor thenormaldistributionandmultiplicative suggestthealternativename for thelog-normalWetherefore normal distribution the latter. for multiplicative r + 1 the Theprobabilities firsttriangleareatxm- c andXm/C(ignoringthegapnecesof the at bottom. one receptacles of endingup in thesereceptacles, numbered0, 1,...,r,follow saryto allowthe particlesto passbetweenthe obstacles). randp = 0.5.Whenmanypartheparticlemeetsthetipof a trianglein thenext abinomial lawwithparameters Therefore, forboth rowatX= xm-c,orX= xm/c,withequalprobabilities theheightof ticleshavemadetheirwaythroughtheobstacles, will be apvalues.In thesecondandfollowingrows,thetriangleswith the particlespiledup in the severalreceptacles thetip atdistancex fromtheleftedgehavelowercornersat to thebinomialprobabilities. proximately proportional - c andxlc (upto thegapwidth).Thus,thehorizontalpoa x Fora largenumberof rows,theprobabilities approach in eachrowbya randomvarito thecentrallimittheositionof a particle ismultiplied normaldensityfunctionaccording foritstwopossiblevaluesc and ablewithequalprobabilities lawstatesthatthe rem.Initssimplestform,thismathematical distributed random sumof many(r)independent, 1/c. identically of particles in limit distributed. ThereOnceagain,theprobabilities variables the as is, r-+oo,normally fallingintoanyrebinomial law as in Galton's shows norfollow the same board with rows of obstacles a Galton fore, ceptacle many on the but because the maldensityastheexpectedheightof particlepilesin theredevice, receptacles rightarewider r of accumulated of than those on the the its mechanism the idea of a sum and left, height particlesis captures ceptacles, of rows, left. For number a skewed to the a variables. random large "histogram" independent follows distribution. This modified the a 2b how construction was shows Galton's heightsapproachlog-normal Figure versionof thecentrallimittheorem, fromthemultiplicative to describethe distribution of a productof suchvariables, identiTothis whichprovesthattheproductof manyindependent, whichultimately leadsto a log-normaldistribution. random variables has to are needed be scalene aim, approxitheyappear callydistributed,positive triangles (although distribution. isoscelesin thefigure),withthelongersideto theright.Let Computer implementations matelyalog-normal attheWeb of themodelsshownin Figure2 alsoareavailable thedistancefromtheleftedgeof theboardto thetip of the et al. sitehttp://stat.ethz.ch/vis/log-normal firstobstacle belowthefunnelbexm.Thelowercornersof the (Gut 2000). May 2001 / Vol.51 No. 5 * BioScience 343 Articles p*=100.* =2 2. =0.301 LO 0 (a) 0 0'- 0 (a)* (a) (b) 50 100 200 L*x a* 300 400 originalscale (b) 1.0 1.5 log scale 2.0 2.5 uP + o 3.0 the Kapteynboardcreateadditiveeffects at eachdecisionpoint,in contrastto the multiplicative,log-normal effects apparentin Figure2b. Consequently,the log-normalboard presentedhereis a physicalrepresentation of the multiplicativecentrallimit theoremin probabilitytheory. Basic properties of lognormal distributions Thebasicpropertiesof log-normaldistribution were established long ago Figure3. A log-normaldistributionwith original scale (a) and with logarithmic (Weber1834,Fechner1860, 1897,Galscale (b). Areas under the curve,from the median to both sides, correspondto one and ton 1879,McAlister1879,Gibrat1931, two standarddeviation rangesof the normal distribution. Gaddum1945),and it is not difficultto characterizelog-normal distributions A of the random variableX is saidto be log-normally C. the direct J. Kapteyndesigned predecessor mathematically. logdistributedif log(X) is normallydistributed(see the box on normalmachine(Kapteyn1903,Aitchisonand Brown1957). the facing page). Only positive values are possible for the Forthatmachine,isoscelestriangleswereused insteadof the skewedshapedescribedhere.Becausethe triangles'width is variable,and the distributionis skewedto the left (Figure3a). Twoparametersareneededto specifya log-normaldistrito their horizontal this model also position, proportional and the standarddeviation the mean VL bution.Traditionally, leads to a log-normal distribution.However,the isosceles are used (Figure3b). Howwith wide sides to the of the enthe variance a (or 02) of log(X) increasingly right triangles to The median of there are clear have a hidden ever, advantages using"back-transformed" try point logicaldisadvantage: values (the values are in terms of x, the measureddata): the particleflow shiftsto the left.In contrast,thereis no such shiftandthe medianremainsbelowthe entrypointof the par= e 9, o*: =e o (1) We then use X - A(g*,t*: ticles in the log-normal board presentedhere (which was o*) as a mathematicalexpression in X E. the isosceles that is distributed author L.).Moreover, triangles meaning accordingto the log-normallaw designedby stanwith median[t* andmultiplicative darddeviationo*. The medianof this log-normaldiso 1.2 = since [t tributionis med(X)= t* e1, 1.5 o is the medianof log(X).Thus,theprob2.0 ability that the value of X is greater than 0 lt* is 0.5, as is the probabilitythat 8.\ the value is less than [t*. The parameI, ter o*, which we call multiplicative -0 0 standard deviation, determines the shape of the distribution. Figure 4 showsdensitycurvesfor some selected valuesof o*. Note that lt* is a scaleparameter;hence,if X is expressedin different units (or multiplied by a constant for other reasons), then [t* 0o I I11 changes accordinglybut o* remains the same. 200 250 100 0 50 150 Distributionsare commonly characterizedby theirexpectedvalue[tand for standarddeviationG.In applications Figure4. Densityfunctions of selectedlog-normaldistributionscomparedwith a normal distribution.Log-normaldistributionsA(1P*,o*) shownfor five values of which the log-normaldistributionadmultiplicativestandarddeviation,s*, are comparedwith the normal distribution equatelydescribesthe data, these pa(100 ? 20, shaded). The o* values covermost of the rangeevident in Table2. While rametersare usuallyless easyto interthe median p* is the samefor all densities, the modes approachzero with increasing pret than the median pg*(McAlister 1879)andthe shapeparameterO*.It is shape parameterso*. A change in p* affectsthe scaling in horizontaland vertical worth noting that o* is relatedto the directions,but the essential shape o* remains the same. 344 BioScience o May 2001 / Vol.51 No. 5 Articles coefficientof variationby a monotonic,increasingtransformation (see the box below,eq. 2). Fornormallydistributeddata,the intervalpi? o coversa probabilityof 68.3%, while pi+ 20 covers95.5% (Table1). The correspondingstatementsfor log-normalquantitiesare [p*/o*, p* o*] = p* x/ o* (contains 68.3%) and (y*)2] = p [p*/(oy*)2,p. (contains 95.5%). x/ (y*)2 This characterizationshowsthat the operationsof multiplying and dividing, which we denote with the sign x/ (times/divide),help to determine useful intervalsfor lognormal distributions(Figure3), in the same way that the operationsof addingand subtracting(? , or plus/minus)do for normaldistributions.Table1 summarizesand compares some propertiesof normaland log-normaldistributions. The sum of severalindependentnormalvariablesis itself a normalrandomvariable.Forquantitieswith a log-normal distribution,however,multiplicationis the relevantoperation for combiningthem in most applications;for example,the productof concentrationsdeterminesthe speed of a simple chemicalreaction.The productof independentlog-normal quantitiesalsofollowsa log-normaldistribution.Themedian of thisproductis theproductof themediansof its factors.The formula for o* of the product is given in the box below (eq. 3). For a log-normal distribution, the most precise (i.e., asymptoticallymost efficient)method for estimatingthe parametersp*and o* relieson log transformation.The mean and empiricalstandarddeviationof the logarithmsof the data are calculatedand then back-transformed,as in equation 1. These estimators are called x * and s*, where * is the geometricmean of the data(McAlister1879;eq.4 in the box below).Morerobustbutlessefficientestimatescanbe obtained from the median and the quartilesof the data,as described in the box below. As noted previously,it is not uncommon for datawith a log-normaldistributionto be characterizedin the literature by the arithmeticmean X and the standarddeviations of a sample,but it is still possible to obtain estimatesfor p*and Definition and propertiesof the log-normaldistribution A randomvariableX is log-normally distributedif log(X)has a normaldistribution.Usually,naturallogarithmsare used, but other bases would lead to the same familyof distributions,with rescaled parameters.The probabilitydensity functionof such a randomvariablehas the form I f (x 1 = exp( F_? - 1 I(log(x) p) , A shift parametercan be includedto define a three-parameterfamily.This may be adequate if the data cannot be smaller than a certain bound different fromzero (cf. Aitchisonand Brown1957, page 14). The mean and varianceare exp(?i+ 0/2) and (exp(o2) - 1)exp(2tp+o2),respectively,and therefore, the coefficient of variationis c = (exp(a2)- (2) 1)Y which is a functionin ( only. The productof two independentlog-normally distributedrandomvariables has the shape parameter (3) or* (X,- X2)= exp([[logo* (X)]2+ [log * (X2)]212) since the variances at the log-transformedvariablesadd. Estimation:The asymptoticallymost efficient (maximumlikelihood)estimators are (4) X = exp-Ilog(x,) s* = exp xi 2 1 n-1x 1 = log( ) Thequartilesqi andq2 leadto a morerobustestimate(ql/q2)cforS*,where1/c = 1.349 = 2 D-1(0.75), D-1denotingthe inverse ? available,i.e. the datais summastandardnormaldistribution function.Ifthe meank andthe standarddeviations of a sampleare rizedinthe formx s, the parameters and S* can be and estimated from them p* byusing 2/--1~ witho0=1+ (s/x)2 = 1+ cv2,cv = coefficientof variation. of S* is determined respectively, Thus,this estimate onlybythe cv (eq. 2). exp(,log(w) May 2001 / Vol.51 No. 5 * BioScience 345 Articles been shown to be log-normally distributed (Sartwell 1950, 1952, 1966, Kondo 1977); approximately70% of Normaldistribution distribution Log-normal 86 examplesreviewedby Kondo(1977) or additive (Gaussian, (Multiplicative normaldistribution) appear to be log-normal. Sartwell normal,distribution) Property (1950, 1952,1966) documents37 cases Effects (centrallimittheorem) Additive fitting the log-normal distribution.A Multiplicative Skewed Shape of distribution Symmetrical particularlyimpressiveone is that of Models 5914 soldiersinoculatedon the same Isosceles Scalene Triangleshape x?c Effects at each decision pointx x x/ c' daywith the samebatchof faultyvaccine, 1005 of whom developedserum Characterization hepatitis. Mean x *, Geometric x, Arithmetic Standarddeviation Interestingly,despite considerable s, Additive s*, Multiplicative Measure of dispersion cv = s/xs* differencesin the median X* of laIntervalof confidence tencyperiodsof variousdiseases(rang68.3% +s X/ s* , ,• 2s 95.5% ing from 2.3 hours to severalmonths; , x/ (S*)2 f+ 99.7% x ? 3s Table2), the majorityof s* valueswere ,* x/ (S*)3 closeto 1.5.It mightbe worthtryingto Notes: cv = coefficient of variation;x/ = times/divide, corresponding to plus/minus for the account for the similarities and disestablished sign +. similaritiesin s*.Forinstance,the small s* value of 1.24 in the exampleof the o(* (see the box on page 345). For example,Stehmannand Scottishsoldiersmaybe due to limitedvariabilitywithinthis De Waard(1996) describetheirdataas log-normal,with the ratherhomogeneousgroupof people.Survivaltime afterdiarithmeticmean x and standarddeviation s as 4.1 ? 3.7. agnosis of four types of canceris, comparedwith latentpethe nature of the distribution into acriodsof infectiousdiseases,much morevariable,with s*valTaking log-normal ues between2.5 and 3.2 (Boag 1949,Feinleiband McMahon count, the probabilityof the corresponding ?- s interval 1960).It would be interestingto see whether ? * and s* val(0.4 to 7.8) turns out to be 88.4%instead of 68.3%.Moreues havechangedin accordwith the changesin diagnosisand over,65%of the populationarebelow the mean and almost In of cancerin the lasthalf century.The age of onset standard deviation. treatment within one contrast, exclusively only of Alzheimer'sdisease can be characterizedwith the geothe proposed characterization,which uses the geometric metricmean "*of 60 yearsand s* of 1.16 (Horner 1987). mean "*and the multiplicativestandarddeviations*,reads Table1. A bridgebetween normal and log-normaldistributions. 3.0 x/ 2.2 (1.36to 6.6). Thisintervalcoversapproximately 68% of the data and thus is more appropriatethan the other intervalfor the skeweddata. Comparinglog-normaldistributions acrossthe sciences fromvariousbranchof log-normaldistributions Examples es of sciencerevealinterestingpatterns(Table2). In general, values of s* vary between 1.1 and 33, with most in the rangeof approximately1.4 to 3. The shapesof such distributions are apparentby comparisonwith selectedinstances shown in Figure4. Geology and mining. In the Earth'scrust,the concentrationof elementsandtheirradioactivity usuallyfollowa lognormaldistribution.In geology,valuesof s* in 27 examples varied from 1.17 to 5.6 (Razumovsky1940, Ahrens 1954, Malancaet al. 1996);nine other examplesaregivenin Table 2. A closerlook at extensivedatafrom differentreefs (Krige 1966)indicatesthatvaluesof s*forgoldanduraniumincrease in concertwith the size of the region considered. Human medicine. A varietyof examplesfrom medicine fit the log-normaldistribution.Latentperiods(timefrominfection to first symptoms) of infectiousdiseaseshave often 346 BioScience - May 2001 / Vol.51 No. 5 Environment. The distribution of particles,chemicals, and organismsin the environmentis often log-normal.For example,the amounts of rain fallingfrom seeded and unseeded clouds differed significantly (Biondini 1976), and again s* valueswere similar(seedingitself accountsfor the greatervariationwith seeded clouds). The parametersfor in honey (seeFigureib) the contentof hydroxymethylfurfurol showthatthe distributionof the chemicalin 1573samplescan be describedadequatelywith just the two values.Ott (1978) presenteddataon the PollutantStandardIndex,a measureof airquality.DatawerecollectedforeightUS cities;the extremes of ?* and s* werefound in LosAngeles,Houston,and Seattle, allowinginterestingcomparisons. comAtmosphericsciencesand aerobiology.Another which ponentof airqualityis itscontentof microorganisms, in variable less and was-not surprisingly-muchhigher et island in that of an than theairof Marseille (DiGiorgio al. is a majorpartof lifesupportsystems, 1996).Theatmosphere and manyatmosphericphysicaland chemicalproperties law.Amongotherexamples distribution followa log-normal of aerosolsandcloudsandparameters aresizedistributions of turbulentprocesses.In the contextof turbulence,the surfaceis formedbyeddies,the thermalfluxfromtheEarth's Articles Table2. Comparinglog-normaldistributionsacross the sciences in terms of the original data. * is an estimatorof the median of the distribution,usually the geometricmean of the observeddata, and s* estimates the multiplicativestandard deviation, the shape parameter of the distribution;68% of the data are within the range of x * x s*,and 95%within * x (s*)2. In general, values of s* and some of x * were obtained by transformationfrom the parametersgiven in the ? literature(cf. Table3). Thegoodness offit was testedeither by the original authors or by us. Discipline and type of measurement Geology and mining Concentrationof elements Example Ga in diabase Co in diabase Cu Cr in diabase 226Ra Au: small sections large sections U: small sections large sections Humanmedicine Latencyperiods of diseases Survivaltimes after cancer diagnosis Age of onset of a disease Environment Rainfall HMFin honey Airpollution(PSI) Aerobiology Airbornecontaminationby bacteriaand fungi Phytomedicine Fungicidesensitivity,EC50 Banana leaf spot Powderymildewon barley Plant physiology Permeabilityand solute mobility(rate of constant desorption) Ecology Species abundance Food technology Size of unit (mean diameter) x* n 56 57 688 53 52 100 75,000 100 75,000 * Reference 17 mg kg-1 35 mg - kg-1 0.37% 93 mg kg-1 25.4 Bq - kg-1 (20 inch-dwt.)a n.a. (2.5 inch-lb.)a n.a. 1.17 1.48 2.67 5.60 1.70 1.39 2.42 1.35 2.35 Ahrens1954 Ahrens1954 Razumovsky1940 Ahrens1954 Malancaet al. 1996 Krige1966 Krige1966 Krige1966 Krige1966 Chickenpox Serum hepatitis Bacterialfood poisoning Salmonellosis Poliomyelitis,8 studies Amoebicdysentery Mouthand throatcancer Leukemiamyelocytic(female) Leukemialymphocytic(female) Cervixuteri Alzheimer 127 1005 144 227 258 215 338 128 125 939 90 14 days 100 days 2.3 hours 2.4 days 12.6 days 21.4 days 9.6 months 15.9 months 17.2 months 14.5 months 60 years 1.14 1.24 1.48 1.47 1.50 2.11 2.50 2.80 3.21 3.02 1.16 Sartwell1950 Sartwell1950 Sartwell1950 Sartwell1950 Sartwell1952 Sartwell1950 Boag 1949 Feinleiband McMahon1960 Feinleiband McMahon1960 Boag 1949 Horner1987 Seeded Unseeded Contentof hydroxymethylfurfurol Los Angeles, CA Houston,TX Seattle, WA 26 25 1573 364 363 357 211,600 m3 78,470 m3 5.56 g kg-1 109.9 PSI 49.1 PSI 39.6 PSI 4.90 4.29 2.77 1.50 1.85 1.58 Biondini1976 Biondini1976 Renner1970 Ott 1978 Ott 1978 Ott 1978 630 65 22 30 cfu m-3 cfu m-3 cfu m-3 cfu m-3 1.96 2.30 3.17 2.57 Di Giorgioet Di Giorgioet Di Giorgioet Di Giorgioet [gg ml-1a.i. igg ml-1a.i. ig ml-1a.i. tg ?- ml-1a.i. [g - ml-1a.i. 1.85 2.42 >3.58 1.29 1.68 al. 1996 al. 1996 al. 1996 al. 1996 Bacteriain Marseilles Fungiin Marseilles Bacteriaon PorquerollesIsland Fungion PorquerollesIsland n.a. n.a. n.a. n.a. Untreatedarea Treatedarea Afteradditionaltreatment Spain (untreatedarea) England(treated area) 100 100 94 20 21 Citrusaurantium/H20/Leaf Capsicumannuum/H20/CM Citrusaurantium/2,4-D/CM Citrusaurantium/WL110547/CM Citrusaurantium/2,4-D/CM Citrusaurantium/2,4-D/CM + acc.1 Citrusaurantium/2,4-D/CM Citrusaurantium/2,4-D/CM + acc.2 73 149 750 46 16 16 19 19 1.58 10-10 m s-1 26.9 10-10 m s-1 7.41 10-71 s-1 2.6310-71 s-1 n.a. n.a. n.a. n.a. 1.18 1.30 1.40 1.64 1.38 1.17 1.56 1.03 n.a. n.a. n.a. n.a. 15,609 56,131 87,110 12.1 i/sp -0.4% 2.93% n.a. 17.5 i/sp 19.5 i/sp n.a. 5.68 7.39 11.82 33.15 8.66 10.67 25.14 May1981 Magurran1988 Magurran1988 Preston 1962 Preston 1948 Preston 1948 Preston 1948 n.a. n.a. n.a. 15 pm 20 pm 10 pm 1.5 2 1.5-2 Limpertet al. 2000b Limpertet al. 2000b Limpertet al. 2000b Diatoms (150 species) Plants (coverageper species) Fish (87 species) Birds(142 species) Moths in England(223 species) Moths in Maine (330 species) Moths in Saskatchewan (277 species) Crystals in ice cream Oildrops in mayonnaise Pores in cocoa press cake 0.0078 0.063 0.27 0.0153 6.85 Romeroand Sutton 1997 Romeroand Sutton 1997 Romeroand Sutton 1997 Limpertand Koller1990 Limpertand Koller1990 Baur1997 Baur1997 Baur1997 Baur1997 Baur1997 Baur1997 Baur1997 Baur1997 May 2001 / Vol.51 No. 5 * BioScience 347 Articles Table2. (continuedfrom previouspage) Disciplineand type of measurement Linguistics Lengthof spokenwordsin phoneconversation Lengthof sentences Social sciences and economics Ageof marriage Farmsize in England and Wales Income a Example n * S s* Reference Differentwords Totaloccurrenceof words G. K.Chesterton G. B. Shaw 738 76,054 600 600 5.05 letters 3.12 letters 23.5 words 24.5 words 1.47 1.65 1.58 1.95 Herdan 1958 Herdan 1958 Williams1940 Williams1940 Womenin Denmark,1970s 1939 1989 Householdsof employeesin Switzerland,1990 30,200 n.a. n.a. 1.7x106 (12.4)a 10.7 years 27.2 hectares 37.7 hectares sFr.6,726 1.69 2.55 2.90 1.54 Preston 1981 Allanson1992 Allanson1992 StatistischesJahrbuchder Schweiz1997 The shift parameterof a three-parameter distribution. log-normal Notes:n.a. = not available;PSI= PollutantStandardIndex;acc. = accelerator;i/sp = individualsper species; a.i. = active ingredient;and cfu = colonyformingunits. size of which is distributed log-normally (Limpert et al. 2000b). Phytomedicine and microbiology. Examplesfrom microbiologyand phytomedicineinclude the distribution of sensitivityto fungicidesin populationsand distributionof population size. Romero and Sutton (1997) analyzedthe sensitivityof the banana leaf spot fungus (Mycosphaerella fijiensis) to the fungicide propiconazole in samples from untreatedand treatedareasin CostaRica.The differencesin S* and s* amongthe areascanbe explainedby treatmenthistory.The s* in untreatedareasreflectsmostly environmental conditionsand stabilizingselection.The increasein s* after treatmentreflectsthe widened spectrum of sensitivity, which resultsfrom the additionalselectioncausedby use of the chemical. Similar results were obtained for the barley mildew pathogen,Blumeria(Erysiphe)graminisf. sp. hordei,and the fungicide triadimenol (Limpert and Koller 1990) where, again,s* was higherin the treatedregion.Mildewin Spain, wheretriadimenolhad not been used, representedthe original sensitivity.In contrast,in Englandthe pathogenwas often treatedandwasconsequentlyhighlyresistant,differingby a resistancefactorof close to 450 * England/ * Spain). (a? Toobtainthe samecontrolof the resistantpopulation,then, the concentrationof the chemicalwouldhaveto be increased by this factor. The abundanceof bacteriaon plantsvariesamong plant species, type of bacteria,and environment and has been found to be log-normallydistributed(Hirano et al. 1982, Loperet al. 1984).In the caseof bacterialpopulationson the leaves of corn (Zea mays), the median population size (X*) increasedfromJulyandAugustto October,but the relativevariabilityexpressed(s*) remainednearlyconstant(Hi348 BioScience * May 2001 / Vol.51 No. 5 rano et al. 1982).Interestingly,whereass* for the total number of bacteriavariedlittle(from 1.26to 2.0), thatforthe sub(from3.75 groupof icenucleationbacteriavariedconsiderably to 8.04). evidencewasprePlant physiology. Recently, convincing sentedfromplantphysiologyindicatingthatthe log-normal distributionfitswellto permeabilityandto solutemobilityin plantcuticles(Baur1997).Forthe numberof combinations of species, plant parts, and chemical compounds studied, the median s* for waterpermeabilityof leaveswas 1.18.The correspondings* of isolatedcuticles,1.30,appearsto be considerablyhigher,presumablybecauseof the preparationof cuhigherformobilityof the herticles.Again,s*wasconsiderably bicidesDichlorophenoxyaceticacid (2,4-D) and WL110547 1,2,3,4-tetra(1-(3-fluoromethylphenyl)-5-U-14C-phenoxyin for s* waterand for differences the One zole). explanation for the other chemicals may be extrapolatedfrom results fromfood technology,where,for transportthroughfilters,s* is smallerfor simple (e.g., spherical)particlesthan for more complex particlessuch as rods (E. J. Windhab [Eidgenossische TechnischeHochschule, Zurich, Switzerland],personal communication,2000). Chemicalscalledacceleratorscan reducethe variabilityof mobility.Forthe combinationof Citrusaurantiumcuticlesand 2,4-D,diethyladipate (accelerator1) causeds*to fallfrom 1.38 to 1.17. For the same combination,tributylphosphate(accelerator2) causedan evengreaterdecrease,from 1.56to 1.03. Statisticalreasoningsuggeststhatthesedata,with s*valuesof 1.17and 1.03,arenormallydistributed(Baur1997).However, because the underlyingprinciples of permeabilityremain the same,we thinkthese casesrepresentlog-normaldistributions.Thus,consideringonly statisticalreasonsmayleadto misclassification,which may handicapfurtheranalysis.One Articles Table3. Establishedmethodsfor describinglog-normaldistributions. Characterization Disadvantages Graphicalmethods Density plots, histograms,box plots Spacey, difficultto describe and compare Indicationof parameters Logarithmof X, mean, median, standarddeviation,variance Skewness and curtosis of X Unclearwhich base of the logarithmshould be chosen; parametersare not on the scale of the originaldata and values are difficultto interpret and use for mental calculations Difficultto estimate and interpret questionremains:Whatarethe underlyingprinciplesof permeabilitythat causelog-normalvariability? Ecology. In the majorityof plantand animalcommunities, the abundanceof speciesfollowsa (truncated)log-normaldistribution(Sugihara1980,Magurran1988).Interestingly,the rangeof s* for birds,fish,moths, plants,or diatomswas very closeto thatfoundwithinone groupor another.Basedon the dataand conclusionsof Preston(1948), we determinedthe most typicalvalue of s* to be 11.6 .1 Food technology. Variousapplications of thelog-normal distributionarerelatedto the characterizationof structures in food technologyand food processengineering.Such dispersestructuresmay be the size and frequencyof particles, droplets, and bubbles that are generated in dispersing processes,or they may be the pores in filteringmembranes. The latteraretypicallyformedby particlesthat arealso lognormallydistributedin diameter.Suchparticlescan also be generated in dry or wet milling processes, in which lognormal distributionis a powerfulapproximation.The examplesof icecreamandmayonnaisegivenin Table2 alsopoint to the presenceof log-normaldistributionsin everydaylife. Linguistics. In linguistics,the numberof lettersper word andthe numberof wordsper sentencefit the log-normaldistribution.In Englishtelephoneconversations,the variability s* of the length of all words used-as well as of different words-was similar(Herdan1958).Likewise,the numberof words per sentencevaried little between writers (Williams 1940). Social sciences and economics. Examplesof lognormaldistributionsin the socialsciencesand economicsincludeage of marriage,farmsize,and income.The age of first marriagein Westerncivilizationfollows a three-parameter log-normaldistribution;the thirdparametercorrespondsto age at puberty(Preston1981).Forfarmsize in Englandand 'Speciesabundancemaybe describedby a log-normallaw (Preston1948), usuallywrittenin the form S(R) = So. exp(-a2R2),where Sois the number of speciesat the mode of the distribution.The shapeparametera amounts to approximately0.2 for all species,which correspondsto s* = 11.6. Wales, both * and s* increased over 50 years,the formerby 38.6%(Allanson1992). Forincome distributions,X * and s* mayfacilitate comparisons among societies and generations (Aitchison and Brown 1957, Limpertet al. 2000a). Typicals* values One questionarisesfromthe comparisonof log-normaldistributionsacrossthe sciences: Towhatextentares* valuestypicalfor a certain attribute?In some cases, values of s* appearto be fairlyrestricted,asis the casefor the range of s* for latent periods of diseases-a fact that Sartwellrecognized(1950, 1952, 1966) and Lawrencereemphasized(1988a).Describingpatternsof typicalskewnessat the establishedlog level,Lawrence(1988a,1988b)can be regardedas the directpredecessorof our comparisonof s*values acrossthe sciences.Aitchisonand Brown (1957), using plotsand Lorenz graphicalmethodssuchas quantile-quantile curves,demonstratedthatlog-normaldistributionsdescribing, forexample,nationalincomeacrosscountries,or income for groups of occupations within a country, show typical shapes. A restrictedrangeof variationfor a specificresearchquestion makes sense. For infectious diseases of humans, for example,the infectionprocessesof the pathogensaresimilar, as is the geneticvariabilityof the humanpopulation.Thesame appearsto hold for survivaltime afterdiagnosisof cancer,although the valueof s* is higher;this can be attributedto the additionalvariationcausedby cancerrecognitionand treatment.Otherexampleswithtypicalrangesof s*come fromlinguistics.Forbacteriaon plantsurfaces,the rangeof variation of total bacteriais smallerthan that of a group of bacteria, which can be expected because of competition. Thus, the rangesof variationin these cases appearto be typical and meaningful,a factthat might well stimulatefutureresearch. Future challenges A numberof scientificareas-and everydaylife-will present opportunities for new comparisons and for more farreachinganalysesof s*valuesfor the applicationsconsidered to date.Moreover,our concept can be extendedalso to descriptions based on sigmoid curves,such as, for example, dose-responserelationships. andmoFurthercomparisons ofs* values. Permeability bility are important not only for plant physiology (Baur 1997)but also for manyotherfieldssuch as soil sciencesand humanmedicine,aswellasforsomeindustrialprocesses.With the help of -* and s*, the mobility of differentchemicals througha varietyof naturalmembranescould easilybe assessed,allowingfor comparisonsof the membraneswith one anotheras well as with those for filteractionsof soils or with technicalmembranesand filters.Suchcomparisonswill undoubtedlyyield valuableinsights. May 2001 / Vol.51 No. 5 * BioScience 349 Articles of description Farther-reaching analyses. Anadequate variabilityis a prerequisitefor studyingits patternsand estimatingvariancecomponents.One componentthat deserves more attentionis the variabilityarisingfrom unknown reasons and chance,commonlycallederrorvariation,or in this case,s*E. Suchvariabilitycanbe estimatedif otherconditions accountingforvariability-the environmentandgenetics,for example-are kept constant.The field of populationgenetics andfungicidesensitivity,aswellasthatof permeabilityand mobility,candemonstratethe benefitsof analysesof variance. An importantparameterof populationgeneticsis migration. Migrationamong regionsleadsto populationmixing, thuswideningthe spectrumof fungicidesensitivityencounteredin any one of the regionsmentionedin the discussion of phytomedicine and microbiology. Population mixing amongregionswill increases* but decreasethe differencein X *. Migrationof sporesappearsto be greater,for instance, in regionsof CostaRicathanin those of Europe(Limpertet al. 1996,Romeroand Sutton 1997,Limpert1999). Another important aim of pesticide researchis to estimate resistancerisk.As a firstapproximation,resistancerisk is assumedto correlatewith s*. However,s* dependson geneticandothercausesof variability. Thus,determiningits genetic part,s*G,is a taskworth undertaking,becausegenetic variationhas a majorimpact on futureevolution (Limpert 1999). Severalaspects of various branches of science are expected to benefit from improved identificationof components of s*. In the study of plant physiologyand permeabilitynoted above (Baur 1997), for example,determining the effectsof acceleratorsand theirshareof variabilitywould be elucidative. Sigmoidcurvesbasedon log-normaldistributions. Dose-response relations are essential for understanding the controlof pests and pathogens(Horsfall 1956).Equally important are dose-response curves that demonstratethe effects of other chemicals,such as hormones or minerals. Typically,such curvesaresigmoid and show the cumulative action of the chemical.If plotted against the logarithm of the chemical dose, the sigmoid is symmetricaland corresponds to the cumulativecurve of the log-normal distribution at logarithmic scale (Figure 3b). The steepness of the sigmoid curve is inverselyproportionalto s*, and the geometric mean value * equals the "ED,," the chemical dose creating50% of the maximal effect. Consideringthe generalimportance of chemical sensitivity,a wide field of furtherapplicationsopens up in which progresscan be expected and in which researchersmay find the proposed characterization * X/s* advantageous. Normal or log-normal? Consideringthe patternsof normaland log-normaldistributionsfurther,as well as the connectionsand distinctionsbetween them (Tables1, 3), is useful for describingand explainingphenomenarelatingto frequencydistributionsin life. Some importantaspectsarediscussedbelow. 350 BioScience * May 2001 / Vol.51 No. 5 The range of log-normalvariability.Howfarcans* values extend beyond the range described,from 1.1 to 33? Towardthehighendof thescaleof possibles*values,we found one s* largerthan 150for hailenergyof clouds (Federeret al. 1986,calculationsbyW.A. S). Valuesbelow 1.2 may evenbe common, and thereforeof great interest in science. However, such log-normal distributionsare difficult to distinguish from normal ones-see Figures 1 and 3-and thus until now haveusuallybeen takento be normal. Becauseof the generalpreferencefor the normal distribution, we wereaskedto find examplesof datathat followed a normal distributionbut did not match a log-normal distribution.Interestingly,originalmeasurementsdid not yield any such examples.As noted earlier,even the classicexample of the heightof women (Figurela; Snedecorand Cochran 1989)fitsboth distributionsequallywell.Thedistributioncan be characterizedwith 62.54 inches ? 2.38 and 62.48 inches X/ 1.039, respectively.The examplesthat we found of normally-?but not log-normally-distributed data consisted of differences,sums, means, or other functions of original measurements.Thesefindingsraisequestionsaboutthe role of symmetryin quantitativevariationin nature. Why the normal distribution is so popular. Re- therearea numberof reagardlessof statisticalconsiderations, sons why the normaldistributionis muchbetterknownthan the log-normal.A majorone appearsto be symmetry,one of the basicprinciplesrealizedin natureas wellas in our culture and thinking.Thus,probabilitydistributionsbasedon symmetry may have more inherent appeal than skewed ones. Twootherreasonsrelateto simplicity.First,asAitchisonand Brown (1957, p. 2) stated,"Manhas found additionan easier operationthan multiplication,and so it is not surprising that an additivelaw of errorswas the firstto be formulated." Second,the established,concisedescriptionof a normalsample-fx + s-is handy,well-known,and sufficientto represent the underlyingdistribution,which madeit easier,until now, to handlenormaldistributionsthanto workwith log-normal distributions.Another reason relatesto the history of the distributions:The normal distributionhas been known and applied more than twice as long as its log-normal sister distribution.Finally,the very notion of "normal"conjures more positiveassociationsfornonstatisticiansthandoes"lognormal."For all of these reasons,the normal or Gaussian distributionis farmore familiarthan the log-normaldistribution is to most people. This preferenceleads to two practicalways to make data look normaleven if they areskewed.First,skeweddistributions producelargevaluesthat may appearto be outliers.It is common practiceto rejectsuch observationsand conduct the analysiswithout them, therebyreducingthe skewness but introducingbias.Second,skeweddataareoften grouped together,and their means-which are more normallydistributed-are usedfor furtheranalyses.Of course,following that proceduremeans that important featuresof the data may remainundiscovered. Articles Whythe log-normaldistributionis usuallythe the bettermodelfor originaldata. Asdiscussed above, connectionbetweenadditiveeffectsand the normaldistribution parallelsthatof multiplicativeeffectsand the log-normal distribution.Kapteyn(1903) noted long agothatif datafrom one-dimensionalmeasurementsin naturefit the normaldistribution,two- andthree-dimensionalresultssuchas surfaces and volumescannotbe symmetric.A numberof effectsthat point to the log-normaldistributionas an appropriatemodel have been describedin various papers (e.g., Aitchison and Brown1957,Koch 1966,1969,Crowand Shimizu 1988).Interestingly,evenin biologicalsystematics,whichis the science the numberof, say,speciesperfamilywasexof classification, to fit pected log-normality(Koch 1966). The most basic indicatorof the importanceof the lognormal distribution may be even more general,however. Clearly,chemistryandphysicsarefundamentalin life,andthe prevailingoperationin the lawsof these disciplinesis multiplication.In chemistry,for instance,the velocityof a simple reactiondependson the productof the concentrationsof the moleculesinvolved.Equilibriumconditionslikewisearegovernedby factorsthat act in a multiplicativeway.Fromthis,a majorcontrastbecomesobvious:The reasonsgoverningfrequencydistributionsin natureusuallyfavorthe log-normal, whereaspeople arein favorof the normal. Forsmallcoefficientsof variation,normalandlog-normal distributionsboth fit well. For these cases, it is naturalto choosethe distributionfoundappropriate forrelatedcasesexincreased which hibiting correspondsto the law variability, the reasons of will most often be This governing variability. the log-normal. Conclusion This articleshows,in a nutshell,the fundamentalrole of the log-normaldistributionand providesinsightsfor gaininga deepercomprehensionof thatrole.Comparedwithestablished methodsfordescribinglog-normaldistributions(Table3), the proposed characterizationby x * and s* offers severaladvantages,some of whichhavebeen describedbefore(Sartwell 1950,Ahrens 1954,Limpert1993).Both "* and s* describe the datadirectlyat theiroriginalscale,theyareeasyto calculate and imagine,and they even allowmentalcalculationand estimation.The proposedcharacterizationdoes not appearto haveany majordisadvantage. On the first page of their book, Aitchison and Brown (1957) statedthat,comparedwith its sisterdistributions,the normaland the binomial,the log-normaldistribution"has remainedthe Cinderellaof distributions,the interestof writersin the learnedjournalsbeing curiouslysporadicand that of the authorsof statisticaltextbooksbut faintlyaroused." This is indeedtrue:Despiteabundant,increasingevidencethatlognormaldistributionsarewidespreadin the physical,biological,andsocialsciences,andin economics,log-normalknowledge has remaineddispersed.The questionnow is this:Can we begin to bringthe wealthof knowledgewe haveon normal and log-normaldistributionsto the public?We feel that doing so would lead to a general preferencefor the lognormal,distributionoverthe Gaussnormal,or multiplicative ian distributionwhen describingoriginaldata. Acknowledgments This work was supportedby a grantfrom the SwissFederal Instituteof Technology(Zurich)andby COST(Coordination of Scienceand Technologyin Europe)at Brusselsand Bern. 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