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logn_pdf

lognormal probability distribution

CALLING SEQUENCE

[pdf]=logn_pdf(x,a,v)

PARAMETERS

Input

* x = variable matrix (nxm)

* a = mean matrix (nxm) or 1 (default = 1)

* v = variance matrix (nxm) (default = 1)

 

Output

* pdf = = (nxm) vector containing pdf for each x

DESCRIPTION

Calculates the probability distribution function of the lognormal distribution for each component of x with mean a, variance v. NOTES: The logarithm of a lognormal random deviate is normally distributed with mean = a and variance = v Could probably be improved and simplified in the line of what is made in gamma_pdf.

EXAMPLE

x=logn_pdf([0.2 0.5 1.5],2*ones(1,3),3*ones(1,3))
// Provides a (1x3) vector of the probability distribution function of a lognormal law
// with mean log(2) and variance 3 (for the log of the law) at values 0.2, 0.5 and 1.5.
x=logn_pdf([1:5]')
// Provides a (5x1) vector of the probability distribution function of a lognormal law
// of mean 0 and variance 1 (for the log of the law) at values 1, 2, 3, 4 and 5.

AUTHOR

Eric Dubois 2002

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