Consider the following three different types of probability laws on [0, ∞)
1.
Lognormal distribution
2.
Pareto distribution (possibly inverse, i.e, power function distribution)
3.
The distribution of a power {itZ{suγ}}, {itγ}εR, of a gamma distributed random variable {itZ}.
If X is an r.v. distributed according to (a), (b), or (c) above, the r.v. Y = log X will have a
1.
a′) Normal distribution
2.
b′) Exponential distribution (possibly negative or translated) or
3.
c′) Generalized normal distribution, respectively.