Johnson Lognormal Distribution (JohnsonSL) :: SAS(R) Simulation Studio 12.3: User's Guide

Johnson Lognormal Distribution (JohnsonSL)

The density function of the Johnson lognormal distribution (JohnsonSL) is

$f(x) = \frac{\delta }{\lambda \sqrt {2\pi }}g’\left(\frac{x - \xi }{\lambda }\right)\mbox{exp}\left(-\frac{1}{2}\left[\gamma + \delta g\left(\frac{x - \xi }{\lambda }\right)\right]^2\right)$

where

$\begin{array}{l} g(y) = \mbox{ln}(y)\\ g’(y) = \frac{1}{y} \end{array}$

and $x \in [\xi , \infty )$ .

Parameters:

$\delta$ (delta)	is a shape parameter, $\delta > 0$ .
$\gamma$ (gamma)	is a shape parameter.
$\xi$ (xi)	is the location parameter.
$\lambda$ (lambda)	is the scale parameter, $\lambda = \pm 1$ .

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