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. Also, I use the lognormal in the post Simulate An RSLN Model in SAS.