Fitting Lognormal Distribution via MLE

The log-likelihood function for a sample {x1, …, xn} from a lognormal distribution with parameters μ and σ is

LL lognormal distribution

LL lognormal distribution equivalent

The log-likelihood function for a normal distribution is

LL normal distribution

Thus, the log-likelihood function for a sample {x1, …, xn} from a lognormal distribution is equal to the log-likelihood function from {ln x1, …, ln xn} minus the constant term ∑lnxi. Since the constant term doesn’t affect which parameter values produce the maximum value of LL, we conclude that the maximum is achieved for the same values of μ and σ on the sample {ln x1, …, ln xn} taken from a normal distribution, namely

MLE parameter estimates

A less biased value of σ2 is obtained by replacing n with n–1. Note too that the above values are identical to those obtained by the method of moments.

Examples Workbook

Click here to download the Excel workbook with the examples described on this webpage.

References

Genos, B. F. (2009) Parameter estimation for the Lognormal distribution
https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=2927&context=etd

Wikipedia (2020) Log-normal distribution
https://en.wikipedia.org/wiki/Log-normal_distribution

3 thoughts on “Fitting Lognormal Distribution via MLE”

  1. the transformation y = exp(x) where x~N(m,s) has jacobian determinant 1/y, which does not depend on parameters and therefore is just a constant in the loglikelihood. In other words: to estimate m and s from y1…yn~lognormal(m,s):
    1. take x_i = log(y_i) for all i =1,…,n
    2. fit the normal model on all x_i

    Reply

Leave a Comment