1对数正态分布的参数估计的性质摘要 对数正态分布是概率论和数理统计中一个非常重要的分布，不仅可以用来解决数学问题，也可以用来处理经济上，生活上的问题，接下来就来介绍一下对数正态分布的由来，证明，性质和应用，本文分为五个部分：第一部分为预备知识，介绍了对数正态分布的定义和性质，同时对性质的证明。第二部分介绍了对数正态分布在金融股票方面的应用。第三部分介绍了两个大数定律：切比雪夫不等式和伯努利大数定律。第四部分探讨了中心极限定理，分别是独立同分布的中心极限定理和棣莫弗-拉普拉斯定理。第五部分研究了对数正态分布的三个参数估计：矩估计，极大似然估计和贝叶斯估计。关键词 对数正态分布 参数估计 大数定律 中心极限定理12Properties of parameter estimation of lognormal distributionAbstract Logarithmic normal distribution is one of Probability Theory and mathematical statistics most important distribution. It not only been used solved math problem but also been used solved Economy and life problem. So,I will introduce the origin of Logarithmic normal distribution, the nature and the application,It will be divided in three parts:The first part is preparatory knowledge, it introduced Logarithmic normal distribution’s definition and nature, and also the prove of nature.The second part introduced Logarithmic normal distribution the application of price model at discrete time and continuous time.The third part introduced two Law of large numbers: Chebyshev inequality and Bernoulli's law of large numbers.The fourth part discussed the central limit theorem:Limit center theorem of independent identical 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 numbers Central limit theorem2目录引言.................
