cdfLogNorm#

Purpose#

Computes the cumulative distribution function of the log-normal distribution.

Format#

p = cdfLogNorm(x[, mu, sigma])#
Parameters:
  • x (NxK matrix, Nx1 vector or scalar.) – Values at which to evaluate the cumulative distribution function for the log-normal distribution.

  • mu (scalar) – Optional input, the mean parameter. Default = 0.

  • std (scalar) – Optional input, the standard deviation parameter. Default = 1.

Returns:

p (NxK matrix, Nx1 vector or scalar) – Each element in p is the cumulative distribution function of the log-normal distribution evaluated at the corresponding element in x.

Examples#

Basic Example#

// Use default 'mu' and 'sigma'
p = cdfLogNorm(1.7);

After the above, code p will equal:

0.70216179

Specify ‘mu’ and ‘std’#

// Create vector of 'x' values
x = { 0.1, 1.6, 2 };

// Assign mu value
mu = 1.5;

// Assign standard deviation
std = 2;

/*
** Compute the CDF for the lognormal distribution
** parameterized by mu = 1.5 and sigma = 2
*/
p = cdfLogNorm(x, mu, std);

After the above, code p will equal:

0.028631852
0.30327714
0.34331728

See also

Functions cdfn_cdfNc(), pdfTruncNorm(), cdfTruncNorm(), pdfLogNorm()