ALNDF
This function evaluates the lognormal cumulative probability distribution function.
Function Return Value
ALNDF — Function value, the probability that a standard lognormal random variable takes a value less than or equal to X. (Output)
Required Arguments
X — Argument for which the lognormal cumulative 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: ALNDF (X, AMU, SIGMA)
Specific: The specific interface names are S_ALNDF and D_ALNDF.
FORTRAN 77 Interface
Single: ALNDF (X, AMU, SIGMA)
Double: The double precision name is DLNDF.
Description
The function ALNDF evaluates the lognormal cumulative probability distribution function, defined as
Example
In this example, we evaluate the probability distribution function at X = 0.7137, AMU = 0.0, SIGMA = 0.5.
USE UMACH_INT
USE ALNDF_INT
IMPLICIT NONE
INTEGER NOUT
REAL X, AMU, SIGMA, PR
CALL UMACH(2, NOUT)
X = .7137
AMU = 0.0
SIGMA = 0.5
PR = ALNDF(X, AMU, SIGMA)
WRITE (NOUT, 99999) X, AMU, SIGMA, PR
99999 FORMAT (' ALNDF(', F6.2, ', ', F4.2, ', ', F4.2, ') = ', F6.4)
END
Output
ALNDF( 0.71, 0.00, 0.50) = 0.2500
