Fitting Data to a Lognormal Distribution
Fitting Data to a Lognormal Distribution
This Demonstration shows the data-fitting process to a three-parameter lognormal distribution. The built-in Mathematica function RandomVariate generates a dataset of pseudorandom observations from a lognormal distribution with "unknown" parameters , , and . You can use the sliders to propose values for these parameters and at the same time check the goodness-of-fit tests table, making sure that the -values indicate that there is a significant fit. If you select a location parameter that exceeds the minimum value of the pseudorandom dataset, an alarming message will appear. With "show parameters" selected, the unknown parameters are revealed in blue, as well as estimates of those parameters (see Details).
n
γ~U(0,5)
μ~U(0,5)
σ~U(0.5,1.5)
p
γ