function variance = log_normal_variance ( mu, sigma )

%*****************************************************************************80
%
%% LOG_NORMAL_VARIANCE returns the variance of the Log Normal PDF.
%
%  Licensing:
%
%    This code is distributed under the GNU LGPL license.
%
%  Modified:
%
%    23 March 2016
%
%  Author:
%
%    John Burkardt
%
%  Parameters:
%
%    Input, real MU, SIGMA, the parameters of the PDF.
%    0.0 < SIGMA.
%
%    Output, real VARIANCE, the variance of the PDF.
%
  variance = exp ( 2.0 * mu + sigma * sigma ) * ( exp ( sigma ^ 2 ) - 1.0 );

  return
end
