Blazars are highly variable and display complex characteristics. A key characteristic is the flux distribution or flux PDF whose shape depends upon the form of the underlying physical process driving variability. The BL Lacertae, Mrk 421 is one of the brightest and most variable blazars across the electromagnetic spectrum. It has been reported to show hints of lognormality across the spectrum from observed histograms of radio to gamma-ray fluxes. This would imply that the underlying mechanisms may not conform to the "standard" additive, multi-zone picture, but could potentially have multiplicative processes. This is investigated by testing the observed lightcurves at different wavelengths with time-series simulations. We find that the simulations reveal a more complex scenario, than a single lognormal distribution explaining the multiwavelength lightcurves of Mrk 421.