Estimation of Mean and Variance of a lognormal distribution from a sample data
3 views (last 30 days)
Show older comments
I have a dataset of a certain variable (100 values).
I want to find the mean and the variance of the dataset considering it follows a Lognormal distribution.
At last, I want to generate a random number from the Mean and Variance (found in the previous step).
0 Comments
Accepted Answer
Matt J
on 12 Jun 2013
Formulas for the maximum likelihood estimate of the mean and variance are given here:
4 Comments
Tom Lane
on 12 Jun 2013
This would be an estimate of the mu parameter, but that's not the mean of the lognormal. So if you really want the mean rather than mu, look elsewhere on that wikipedia page and see how to compute the mean from your mu and sigma estimates.
More Answers (0)
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!