I have a set of log-normal distributed values below.
I want to find the log-normal curve, which describes the shape of the distribution. I took the default log-normal formular and tried some values (see at Function Plotter):
1 / sqrt(2*pi*x*0.012) * exp(-(ln(x)-2.7)^2/(2*0.6^2))
But how can I find the exact parameters for my formular, so that the curve fits to the distribution? Can I do this using Mean/SD/Skewness/Kurtosis?
Mean: 23.8
Standard deviation: 21.9
Skewness: 2.28
Kurtosis: 12.3
Left image is my distribution, right image is the distribution and the curve together:
Given that you have a finite sample size from a distribution/DGP, it usually is impossible to find the exact parameters that describe the DGP. In fact, there is a whole field of mathematics which studies ways to determine approximations to the true parameters, namely statistics.
A popular estimator for parameters (but definitely not the only option) is called the maximum likelihood estimator. A very brief derivation for the lognormal distribution can be found on wikipedia. The result is \begin{align} \hat\mu_{ML} = \frac{\sum_{k=1}^{n} \log x_k}{n} && \hat\sigma^{2}_{ML}= \frac{\sum_{k=1}^{n} (\log x_k-\hat\mu_{ML})^2}{n} \end{align}