Paritian

Statistics

Lognormal Distribution Calculator (Mean, Median, Mode, Probability)

Mean, median, mode and standard deviation of a lognormal variable, the μ and σ behind it, and the chance that it stays at or below any value.

Results

Chance that X is at or below x 57.82 %
Mean of X 3.0802
Median of X 2.7183
Mode of X (the peak) 2.1170
Standard deviation of X 1.6416
μ (mean of ln X) 1.0000
σ (SD of ln X) 0.5000
Geometric standard deviation (e^σ) 1.6487

What this tool does

A variable is lognormal when its logarithm is normal — incomes, particle sizes, repair times, rainfall and stock prices tend to follow it, because many small multiplicative effects pile up. The curve is skewed: mode < median < mean, and the mean can be far above the typical value. The most common trap is feeding the mean and SD of X into formulas that expect those of ln X; choose which pair you have and the calculator converts, using σ² = ln(1 + (SD ÷ mean)²).

Formula

mean = e^(μ + σ²/2) · median = e^μ · mode = e^(μ − σ²) · SD = mean √(e^(σ²) − 1) · P(X ≤ x) = Φ((ln x − μ) ÷ σ)

Variables

SymbolMeaningUnit
mdThe two numbers you have are—
aFirst number (μ, or the mean of X)—
bSecond number (σ, or the SD of X)—
xValue x to look up—
CDFChance that X is at or below x%
MEANMean of X—
MEDMedian of X—
MODEMode of X (the peak)—
SDStandard deviation of X—
MUμ (mean of ln X)—
SGσ (SD of ln X)—
GSDGeometric standard deviation (e^σ)—

Worked example

  • The two numbers you have are1
  • First number (μ, or the mean of X)1
  • Second number (σ, or the SD of X)0.5
  • Value x to look up3
  • Chance that X is at or below x57.82 %
  • Mean of X3.0802
  • Median of X2.7183
  • Mode of X (the peak)2.1170
  • Standard deviation of X1.6416
  • μ (mean of ln X)1.0000
  • σ (SD of ln X)0.5000
  • Geometric standard deviation (e^σ)1.6487

Limitations

  • The formula assumes ideal conditions: no friction losses, no air resistance and no efficiency losses unless you enter them.
  • The result is an estimate based only on the values you type. Real situations often include factors this calculator does not know about.