The UNIVARIATE Procedure

Example 3.33 Estimating Parameters from Lognormal Quantile Plots

This example, which is a continuation of Example 3.31, demonstrates techniques for estimating the shape, location, and scale parameters, and the theoretical percentiles for a two-parameter lognormal distribution.

If the threshold parameter is known, you can construct a two-parameter lognormal Q-Q plot by subtracting the threshold from the data values and making a normal Q-Q plot of the log-transformed differences, as illustrated in the following statements:

data ModifiedMeasures;
   set Measures;
   LogDiameter = log(Diameter-5);
   label LogDiameter = 'log(Diameter-5)';
run;
title 'Two-Parameter Lognormal Q-Q Plot for Diameters';
proc univariate data=ModifiedMeasures noprint;
   qqplot LogDiameter / normal(mu=est sigma=est)
                        square
                        odstitle = title;
   inset n mean (5.3) std (5.3) /
      pos = nw header = 'Summary Statistics';
run;

Output 3.33.1: Two-Parameter Lognormal Q-Q Plot for Diameters

Two-Parameter Lognormal Q-Q Plot for Diameters


Because the point pattern in Output 3.33.1 is linear, you can estimate the lognormal parameters zeta and sigma as the normal plot estimates of mu and sigma, which are –0.99 and 0.51. These values correspond to the previous estimates of –0.92 for zeta and 0.5 for sigma from Example 3.31. A sample program for this example, uniex18.sas, is available in the SAS Sample Library for Base SAS software.

Last updated: November 06, 2022