[…] To reiterate: if Y ~ N(μ, σ) is normally distributed with location parameter μ and scale parameter σ, then X = exp(Y) is lognormally distributed with log-location parameter μ and log-scale parameter σ. Different authors use different names for the μ and σ parameters. The PROC UNIVARIATE documentation uses the symbol ζ (zeta) instead of μ, and it calls ζ a scale parameter. Hence, I will use the symbol ζ, too. I have previously written about the relationship between the two lognormal parameters and the mean and variance of the lognormal dis…