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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 ...


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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