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    suppose I am given the median and the 95th percentile point of some data, which is lognormally distributed.

    i have the inverse normal function to have, and nothing else special.

    give an expression for 'sigma', where sigma is standard thing with a lognormal distrib, i.e. the s.d. of the log of our random variable (or, give the s.d. of the distribution itself, but i don't think this is easier..)

    i get really confused with the lognormal distribution.
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    (Original post by Chewwy)
    suppose I am given the mean and the 95th percentile point of some data, which is normally distributed.
    .......or, give the s.d. of the distribution itself.....
    :confused:I must be reading this wrong because it looks like a simple S1 problem.:confused:
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    (Original post by rnd)
    :confused:I must be reading this wrong because it looks like a simple S1 problem.:confused:
    sorry, i meant lognormally.. (and also median, not mean..)
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    (Original post by Chewwy)
    suppose I am given the median and the 95th percentile point of some data, which is lognormally distributed.
    If I'm reading Wikipedia correctly...

    Given median=A and 95th centile=B

    \mu=\ln(A) and \sigma=\frac{\ln(B/A)}{\sqrt{2}Erf^{-1}(2(0.95-0.5))}

    ???

    Don't laugh..... I clearly don't have a clue what I'm doing
 
 
 
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