Lognormal Distribution for Probability-Probability Plots

The Lognormal distribution has the probability density function:

f(x) = 1/[(x-q)s(2p)1/2 ] * e^[-{log(x-q)-m]}2 /2s2]

q < x < ∞, μ > 0, s > 0

where

m	is the Scale parameter
s	is the Shape parameter
q	is the Threshold (location) parameter
e	is the base of the natural logarithm, sometimes called Euler's e (2.71...)

Compute from data. When you clear this check box (on the Probability-Probability Plots Advanced tab), you then need to specify the Shape and Scale parameters (s and m, respectively) as well as the Threshold parameter q. When you select this check box and specify the Threshold parameter q, STATISTICA estimates both the Shape and Scale parameters (s and m, respectively) from the data.

In general, if the observed points follow the Lognormal distribution with the respective parameters, then they will fall onto the straight line in the P-P plot. Note that you can use the Quantile-Quantile plot to obtain the parameter estimates (for the best fitting distribution from a family of distributions) to enter here.