lognormal_pdf
Evaluates the lognormal probability density function (PDF).
Synopsis
#include<imsls.h>
floatimsls_f_lognormal_pdf(float x, float amu, float sigma)
The type double function is imsls_d_lognormal_pdf.
Required Arguments
floatx (Input)
Argument for which the lognormal PDF is to be evaluated. x must be non-negative.
floatamu (Input)
Location parameter of the lognormal PDF.
floatsigma (Input)
Shape parameter of the lognormal PDF. sigma must be positive.
Return Value
The probability density of a lognormally distributed random variable with value x, location parameter amu, and shape parameter sigma. A value of NaN is returned if an input value is in error.
Description
The function imsls_f_lognormal_pdf evaluates the lognormal probability density function (PDF), defined as
Example
In this example, we evaluate the PDF at x = 1.0, amu = 0.0, sigma = 0.5.
#include <imsls.h>
#include <stdio.h>
int main()
{
float x = 1.0;
float amu = 0.0;
float sigma = 0.5;
float pdfv;
pdfv = imsls_f_lognormal_pdf(x, amu, sigma);
printf("The probability density of lognormal random ");
printf("variable X\n");
printf("with location parameter amu = %3.1f, ", amu);
printf("shape parameter\nsigma = %3.1f, ", sigma);
printf("and value x = %3.1f is %6.4f\n\n", x, pdfv);
}
Output
The probability density of lognormal random variable X
with location parameter amu = 0.0, shape parameter
sigma = 0.5, and value x = 1.0 is 0.7979
