[R] Estimating parameters of log-normal distribution

Peng Jiang jp021 at sjtu.edu.cn
Mon Jun 30 14:00:06 CEST 2008


Hi, Gunther,
maybe fitdistr() in MASS library can do the job ,
the code should be
 >library(MASS)
 > fitdistr( x, densfun = "log-normal")

by using your data we can obtain the parameters ,
   meanlog      sdlog
   2.5808007   1.2999517
  (0.3752637) (0.2653515)

is that what you want?
On 2008-6-30, at 下午5:26, Gunther Höning wrote:

> Dear list,
>
> I have to vectors:
>
> x <- rep(c(2,4,8,24,48,72),2)
> y
> <- 
> c 
> (82543,169105,207615,96633,31988,7005,82687,172931,205541,101842,31898,69
> 50)
>
> that follows a log-normal function as
>
> f(x)= SO/(sqrt(2*pi)*sigma *x) * exp(-(ln x - mu)^2/(2*sigma^2))
>
> that is a log-normal distribution multiplied with SO.
>
> How can I estimate SO, mu and sigma in R ?
>
>
> Wishes
> Gunther
>
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-----------------------------------------------
Peng Jiang 江鹏 ,Ph.D. Candidate
Antai College of Economics & Management
安泰经济管理学院
Department of Mathematics
数学系
Shanghai Jiaotong University (Minhang Campus)
800 Dongchuan Road
200240 Shanghai
P. R. China



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