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Distfun >> Distfun > LogNormal > distfun_logninv

distfun_logninv

Lognormal Inverse CDF

Calling Sequence

x = distfun_logninv ( p , mu , sigma )
x = distfun_logninv ( p , mu , sigma , lowertail )

Parameters

p :

a matrix of doubles, the probability. Must be in the range [0,1].

mu:

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

sigma:

a matrix of doubles, the variance of the underlying normal variable. sigma>0.

lowertail :

a 1-by-1 matrix of booleans, the tail (default lowertail=%t). If lowertail is true (the default), then considers P(X<=x) otherwise P(X>x).

x:

a matrix of doubles

Description

This function computes the Lognormal quantile.

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.

Examples

x = distfun_logninv ( 0.6 , 1. , 2. )
xexpected = 4.5117910634839439865

// Check the inverse lognormale
mu = 1;
sigma=10;
x=2;
p = distfun_logncdf ( x , mu , sigma ); // 0.4877603
x = distfun_logninv ( p , mu , sigma ) // Must be 2

// See upper tail: 21481242.111263956875
x = distfun_logninv ( 1.e-15 , 1. , 2. , %f )

Authors

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


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