Lognormal PDF
y = distfun_lognpdf ( x , mu , sigma )
a matrix of doubles
a matrix of doubles, the mean of the underlying normal variable.
a matrix of doubles, the variance of the underlying normal variable. sigma>0.
a matrix of doubles, the density
This function computes the Lognormal PDF.
Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.
Any optional input argument equal to the empty matrix will be set to its default value.
The Lognormal distribution with parameters mu and sigma has density
// See Dider Pelat // "Bases et méthodes pour le traitement de données" scf(); x = linspace ( 0 , 5 , 1000 ); y = distfun_lognpdf ( x , 0.0 , 1.0 ); plot ( x , y ); xtitle("The log-normale PDF","x","f"); // See wikipedia // Examples from wikipedia scf(); x = linspace ( 0 , 5 , 1000 ); y = distfun_lognpdf ( x , 0.0 , 10 ); plot ( x , y , "k" ); y = distfun_lognpdf ( x , 0.0 , 3/2 ); plot ( x , y , "b" ); y = distfun_lognpdf ( x , 0.0 , 1 ); plot ( x , y , "g" ); y = distfun_lognpdf ( x , 0.0 , 1/2 ); plot ( x , y , "y" ); y = distfun_lognpdf ( x , 0.0 , 1/4 ); plot ( x , y , "r" ); legend ( ["s=10" "s=3/2" "s=1" "s=1/2" "s=1/4"] ); xtitle("Log-normal PDF","x","y"); | ![]() | ![]() |
Dider Pelat, "Bases et méthodes pour le traitement de données", section 8.2.8, "Loi log-normale".
Wikipedia, Lognormal probability distribution function, http://en.wikipedia.org/wiki/File:Lognormal_distribution_PDF.png
Wikipedia, Lognormal cumulated distribution function, http://en.wikipedia.org/wiki/File:Lognormal_distribution_CDF.png