## Lognormal Distribution

The lognormal distribution is a continuous probability distribution. Not surprisingly, it is closely related to the Normal Distribution. A random variable is Lognormally Distributed with mean and variance if the logarithm of is normally distributed, so if .

The Probability Density Function of the Lognormal Distribution is

I have previously written a blog post about fitting the Lognormal Distribution to univariate data in Fit Distribution to Continuous Data.