log-normal distribution fitting with expected value = 1
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