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The documentation says that you can use the ProcessEstimator options ... but it does not say which one you can use I take exception to this statement. The documentation for FindProcessParameters clearly states two things. Option values Automatic, "MaximumLikelihood", and "MethodOfMoments" can be given generally as values for the option ...


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This is somewhere between a comment and an answer, but here's a histogram of your sum distribution: dMix[p_, m1_, m2_, s_] := MixtureDistribution[{p, 1 - p}, {LogNormalDistribution[m1, s], LogNormalDistribution[m2, s]}]; Histogram[ Plus @@ RandomVariate[dMix[0.75, 0.5, -1.5, 0.2], {2, 400000}]] Meanwhile, here is a histogram of one of a typical ...



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