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st: RE: goodness-of-fit test for lognormal distribution


From   Kieran McCaul <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: goodness-of-fit test for lognormal distribution
Date   Mon, 31 May 2004 08:59:49 +0800

If your variable is x and you suspect it is lognormal, then ln(x) should be
normal.
You could check this by looking at a histogram of ln(x) with a normal
distribution overlaid.  Check skewness and kurtosis.  Have a look at a Q-Q
plot.  Run a Kolmogorov-Smirnov test or Shapiro-Wilks test.

The usual sort of stuff you would do when checking normality of a variable.

Kieran

-----Original Message-----
From: Syed Gillani [mailto:[email protected]]
Sent: Monday, 31 May 2004 4:13 AM
To: [email protected]
Subject: st: goodness-of-fit test for lognormal distribution


Dear all,

How can I test whether a variable is lognormally distributed?

Syed

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