Lognormal Distribution

Parameters: Location (L), Mean (mean), Standard Deviation (standard deviation)

Mean =

Formula for mean

Median =

Formula for median

Mode =

Formula for mode

Translation from arithmetic to log parameters:

L = L; L is always in arithmetic space.

Log mean =

Formula for log mean

Log standard deviation =

Formula for log standard deviation

where ln = natural logarithm.

Formula:

Formula for lognormal distribution

for:

Formula for lognormal distribution

Method: Inverse transformation

Translation from log to geometric parameters: L = L

Geometric mean =

Formula for geometric mean

Geometric std. dev. =

Formula for geometric standard deviation

Translation from log to arithmetic parameters:

L = L

Arithmetic mean =

Formula for arithmetic mean

Arithmetic variance =

Formula for arithmetic variance