Name

nisp_lognormalpdf — Computes the Lognormal PDF.

Calling Sequence

   p = nisp_lognormalpdf ( x , mu , sigma )
   
   

Parameters

x:

a matrix of doubles

mu:

a matrix of doubles, the mean of the underlying normal variable

sigma:

a matrix of doubles, the variance of the underlying normal variable

p:

a matrix of doubles, the probability

Description

This function computes the Lognormal PDF. This function is vectorized but all the input arguments must have the same size.

Examples

// See Dider Pelat, "Bases et méthodes pour le traitement de données"
scf();
x = linspace ( 0 , 5 , 1000 );
p = nisp_lognormalpdf ( x , 0.0 , 1.0 );
plot ( x , p );
xtitle("The log-normale probability distribution function","X","P(x)");

// See http://en.wikipedia.org/wiki/File:Lognormal_distribution_PDF.png
scf();
x = linspace ( 0 , 5 , 1000 );
p = nisp_lognormalpdf ( x , 0.0 , 10 );
plot ( x , p , "k" );
p = nisp_lognormalpdf ( x , 0.0 , 3/2 );
plot ( x , p , "b" );
p = nisp_lognormalpdf ( x , 0.0 , 1 );
plot ( x , p , "g" );
p = nisp_lognormalpdf ( x , 0.0 , 1/2 );
plot ( x , p , "y" );
p = nisp_lognormalpdf ( x , 0.0 , 1/4 );
plot ( x , p , "r" );
legend ( ["s=10" "s=3/2" "s=1" "s=1/2" "s=1/4"] );
xtitle("The log-normale probability distribution function","X","P(x)");

   

Authors

Copyright (C) 2008-2011 - INRIA - Michael Baudin

Bibliography

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