Two Probability Plots of the Three-Parameter Lognormal Distribution
摘要
The two-parameter lognormal distribution is a variant of the normal distribution and the three-parameter lognormal distribution is an extension of the two-parameter lognormal distribution by introducing a location parameter. The Q-Q plot of the three-parameter lognormal distribution is widely used. To obtain the Q-Q plot one needs to iteratively try different values of the shape parameter and subjectively judge the linearity of the Q-Q plot. In this paper,a mathematical method was proposed to determine the value of the shape parameter so as to simplify the generation of the Q-Q plot. Then a new probability plot was proposed,which was more easily obtained and provided more accurate parameter estimates than the Q-Q plot. These are illustrated by three realworld examples.