I have data variable corresponding to
quotation amount and I want to find which statistic law this variable follow if there is one.
It seems that the
log-normal law is a good candidate regarding the density of the distribution but the QQ-Plot does not match at all.
How can this be possible since both methods are supposed to test whether my data are fitting the log-normal law ? I don't have a lot of experience with those tools yet...
For information, I used the R-package
>f <- fitdist(amount,"lnorm") > >f #Fitting of the distribution ' lnorm ' by maximum likelihood Parameters: #estimate Std. Error #meanlog 8.610446 0.008045692 #sdlog 0.931252 0.005689134 > >plotdist(amount,"lnorm",para=list(meanlog=f$estimate,sdlog=f$estimate))