The lognormal distribution
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Distribution name
|
Lognormal
distribution
|
Common notation
|
|
Parameters
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=
scale parameter ()
=
location parameter
|
Domain
|
|
Probability density
function
|
|
Cumulative distribution
function
|
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Mean
|
|
Variance
|
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Skewness
|
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(Excess) kurtosis
|
|
Characteristic function
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No simple expression that is not divergent
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Other comments
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The median of a lognormal distribution is and its mode is .
The truncated moments of are:
|
Nematrian web functions
Functions relating to the above distribution may be accessed
via the Nematrian
web function library by using a DistributionName of “lognormal”.
Functions relating to a generalised version of this distribution including
additional location (i.e. shift) and scale parameters may be accessed by using
a DistributionName of “lognormal4” ”, see also including
additional shift and scale parameters. For details of other supported
probability distributions see here.
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