ALNIN
This function evaluates the inverse of the lognormal cumulative probability distribution function.
Function Return Value
ALNIN — Function value, the probability that a lognormal random variable takes a value less than or equal to the returned value is the input probability P. (Output)
Required Arguments
P — Probability for which the inverse of the lognormal distribution function is to be evaluated. (Input)
AMU — Location parameter of the lognormal cumulative distribution function. (Input)
SIGMA — Shape parameter of the lognormal cumulative distribution function. SIGMA must be greater than 0. (Input)
FORTRAN 90 Interface
Generic: ALNIN (P, AMU, SIGMA)
Specific: The specific interface names are S_ALNIN and D_ALNIN.
FORTRAN 77 Interface
Single: ALNIN (P, AMU, SIGMA)
Double: The double precision name is DLNIN.
Description
The function ALNIN evaluates the inverse distribution function of a lognormal random variable with location parameter AMU and scale parameter SIGMA. The probability that a standard lognormal random variable takes a value less than or equal to the returned value is P.
Example
In this example, we evaluate the inverse probability function at P = 0.25, AMU = 0.0, SIGMA = 0.5.
USE UMACH_INT
USE ALNIN_INT
IMPLICIT NONE
INTEGER NOUT
REAL X, AMU, SIGMA, P
CALL UMACH(2, NOUT)
P = .25
AMU = 0.0
SIGMA = 0.5
X = ALNIN(P, AMU, SIGMA)
WRITE (NOUT, 99999) P, AMU, SIGMA, X
99999 FORMAT (' ALNIN(', F6.3, ', ', F4.2, ', ', F4.2, ') = ', F6.4)
END
Output
ALNIN( 0.250, 0.00, 0.50) = 0.7137
Published date: 03/19/2020
Last modified date: 03/19/2020
