```{include} /../core/dataserver/attribute/introducing_tstochastic_attribute/log_normal_equation.md
```
The variance of the distribution can be estimated as 
${\rm Var}=(e^{\sigma^2}-1)e^{2\mu+\sigma^2} = (e^{(\frac{\ln{(E_{f})}}{1.645})^2}-1)\times 
(M-x_{\rm min})^{2}$ while its mean is $e^{\mu + \sigma^2/2}$ and its mode is $e^{\mu - \sigma^2}$.

```{include} /../core/dataserver/attribute/introducing_tstochastic_attribute/log_normal_figure.md
```