Simon Fraser University

Example 10.2: Estimating Parameters from Lognormal Plots

Note: You must specify a value for the shape parameter for a lognormal Q-Q plot with the SIGMA= option or its alias, the SHAPE= option. The plot in Output 10.2.2 displays the most linear point pattern ...
Simon Fraser University

Example 9.2: Displaying a Lognormal Reference Line

This example is a continuation of "Creating Lognormal Probability Plots". Figure 9.4 shows that a lognormal distribution with shape parameter is a good fit for the distribution of DIAMETER in the data ...
Investopedia

Log-Normal Distribution: Definition, Uses, and How To Calculate

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
JSTOR Daily

Detection of Two-Component Mixtures of Lognormal Distributions in Grouped, Doubly Truncated Data: Analysis of Red Blood Cell Volume Distributions

This is a preview. Log in through your library . Abstract We have examined the statistical requirements for the detection of mixtures of two lognormal distributions in doubly truncated data when the ...
JSTOR Daily

An Upper Prediction Limit for the Arithmetic Mean of a Lognormal Random Variable

In this article we construct an upper prediction limit for the arithmetic mean of a future sample from a lognormal distribution. First, we present three approximate distributions for the total of the ...
Risk

On the usefulness of implied risk-neutral distributions – evidence from the Korean KOSPI 200 Index options market

This study focuses on the usefulness of implied risk-neutral distributions. We compare the empirical performance of the Black and Scholes model, which assumes single lognormal distribution, with that ...