Simon Fraser University

Example 10.2: Estimating Parameters from Lognormal Plots

Note: You must specify a value for the shape parameter for a lognormal Q-Q plot with the SIGMA= option or its alias, the SHAPE= option. The plot in Output 10.2.2 displays the most linear point pattern ...
Investopedia

Understanding Lognormal vs. Normal Distributions in Financial Analysis

Kristina Zucchi is an investment analyst and financial writer with 15+ years of experience managing portfolios and conducting equity research. Gordon Scott has been an active investor and technical ...
Simon Fraser University

Creating Lognormal Probability Plots

When you request a lognormal probability plot, you must specify the shape parameter for the lognormal distribution (see Table 9.13 for the equation). The value of must be positive, and typical values ...
Risk

Treatment of the data collection threshold in operational risk: a case study using the lognormal distribution

There is some confusion among operational risk practitioners regarding the implications of the loss data collection threshold and the estimation of "truncated" or "shifted" distributions. Claims that ...
Investopedia

Probability Distribution Methods to Predict Stock Profits

David Harper is the CEO and founder of Bionic Turtle. He is also a published author with a popular YouTube channel on expert finance topics. Probability distributions help investors model uncertainty ...