What is the Standard Error of the Lognormal distribution? I am particularly interested in comparing two probabilities from the distribution. I have the two proportions based on experiments, in general these proportions follow a lognormal fit. The standard error of differences from a normal distribution is straightforward (I've seen one other version of this which I think can see on wikipedia): SE = sqrt(p (1-p) / n + q (1-q) / m) where p,q are probabilities and n,m sample sizes, expected to be from a normally distributed sample. How would this be extended to the lognormal?