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