Summary
Log-normal distribution point percent function (PPF).Unit
Probabilities
Declaration
Function LogNormalCDFInv(p, mu, sigma: TSample): TSample;
Result
the Log-normal distribution point percent function (PPF) for probability p using the parameters mu (mean value) and sigma (standard deviation). Probability p must lie on the interval [0,1] and sigma must be positive value, otherwise the result is NAN. Inverse Log-normal CDF is defined by the following equation:
Categories
Continuous probabilities| See Also |
|---|
| LogNormalPDF |
| LogNormalCDF |
Declaration
Procedure LogNormalCDFInv(P: TDenseMtxVec; mu, sigma: TSample; Res: TDenseMtxVec);
Description
Calculates the inverse LogNormal CDF for probability vector P using the parameters Mu and Sigma. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.| Copyright 2008 Dew Research |