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

The density function of the lognormal distribution is

$f(x) = \frac{1}{x\sqrt {2\pi \sigma ^2}}\mbox{exp}\left(\frac{-(\mbox{ln}(x) - \mu )^2}{2\sigma ^2}\right)$

where .

Parameters:

$\mu$	is the mean of $\mbox{ln}(x) \sim \mbox{Normal}(\mu , \sigma ^2)$ .
$\sigma$	is the standard deviation of $\mbox{ln}(x) \sim \mbox{Normal}(\mu , \sigma ^2)$ , $\sigma > 0$ .