nisp_lognormalpdf — Computes the Lognormal PDF.
p = nisp_lognormalpdf ( 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
a matrix of doubles, the probability
This function computes the Lognormal PDF. This function is vectorized but all the input arguments must have the same size.
// 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)");
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