[R] log-normal distribution fitting with expected value = 1

David Winsemius dwinsemius at comcast.net
Wed Aug 22 19:37:50 CEST 2012


On Aug 22, 2012, at 2:23 AM, Biophil wrote:

> Dear R users,
> I would like to estimate mu and sigma of a log-normal distribution,  
> where I
> know that the expected value is 1, as it is a normalized distribution.

Are you sure that is what "normalized distribution" actually means in  
the context you are reading it? I would have assumed that it meant  
that the integral over its domain equaled 1, which is quite different  
than its mean equaling 1.

> That
> means as E(x) = exp (mu + 1/2*sigma^2) = 1 that 2*mu = -sigma^2 .  
> Therefore
> I only need to fit one parameter either sigma or mu. How could I do  
> this in
> R?
> Thank you very much for your help!
> biophil
>
-- 

David Winsemius, MD
Alameda, CA, USA




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