Does that mean the parameters are the same? For example, assume X is lognormally distributed and Y is normally distributed where Y = log(X). Is this saying that X and Y have the same mean and SDs even though they are different shaped distributions? If not, what distribution is μ and σ referring to?
In other words, if someone says X is lognormally distributed with mean μ and SD σ, do I need to do any conversion so that the mean and SD are in normal terms?