对数正态分布的参数估计的性质

Properties of parameter estimation of lognormal distributionAbstract Logarithmic normal distribution is one of Probability Theory and mathematicalstatistics most important distribution.It not only been used solved math problem but also beenused solved Economy and life problem.So,I will introduce the origin of Logarithmic normaldistribution,the nature and the application,It will be divided in three parts:The first part is preparatory knowledge,it introduced Logarithmic normal distribution'sdefinition and nature,and also the prove of nature.The second part introduced Logarithmic normal distribution the application of price model atdiscrete time and continuous time.The third part introduced two Law of large numbers:Chebyshev inequality andBemoulli's law of large numbers.The fourth part discussed the central limit theorem:Limit center theorem of independentidentical distribution and Timophe Laplace theorem.The fifth part introduced the three parameter estimation of Logarithmic normal distribution:moment estimation,maximum likelihood estimation and Bayesian estimation.Key words Logarithmic normal distribution Parameter estimation Law of large numbersCentral limit theorem