Let x have a certain probability distribution. If the log(x) is a normal distribution, then x is said to have a lognormal distribution. I am given the mean of x and also the square root of (the 95th percentile divided by the 5th percentile)
I'm trying to calculate either the median of x or the mean of the log(x).
Summary
I am given the following for the lognormal distribution:
1) The mean
2) The square root of (the 95th percentile divided by the 5th percentile)
I need to calculate the median.
Somebody please help.
Regards
Godfree Gert
GS & A
Eskom
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