Skip to main content
2 of 3
deleted 64 characters in body
OSE
  • 1.3k
  • 2
  • 12
  • 8

Gamma vs. lognormal distributions

I have an experimentally observed distribution that looks very similar to a gamma or lognormal distribution. I've read that the lognormal distribution is the maximum entropy probability distribution for a random variate $X$ for which the mean and variance of $ln(X)$ are fixed. Does the gamma distribution have any similar properties?

OSE
  • 1.3k
  • 2
  • 12
  • 8