Definition:Lognormal Distribution

Definition

Let $X$ be a continuous random variable whose values are positive.

Let $Y$ be the logarithmic transformation of $X$:

$Y = \ln X$

Let $Y$ have a probability distribution which either is, or is approximated by, a normal (Gaussian) distribution.

Then $X$ is said to have a lognormal distribution.

Also see

• Results about lognormal distributions can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): logarithmic transformation
• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): lognormal distribution
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): logarithmic transformation
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): lognormal distribution