LOGNORMALPARMS Function

%LogNormalParms(mean,sd) returns a 2-vector with the parameters for the underlying Normal to achieve the given mean and standard deviation for a log normal. The mean has to be positive.

Example

(The SOURCE needs to be done once)

source lognormalparms.src

compute lnparms=%LogNormalParms(2.0,1.0)

set ln 1 1000 = exp(lnparms(1)+%ran(lnparms(2)))

stats ln

draws a series of 1000 independent log normals where the log normal distribution has mean 2.0 and standard deviation 1.0.