Chapter 11: Probability Distribution Functions and Inverses

ALNPR

This function evaluates the lognormal probability density function.

Function Return Value

ALNPR — Function value, the value of the probability density function.   (Output)

Required Arguments

X — Argument for which the lognormal probability density function is to be evaluated.   (Input)

AMU — Location parameter of the lognormal probability function.   (Input)

SIGMA — Shape parameter of the lognormal probability function.  SIGMA must be greater than 0. (Input)

FORTRAN 90 Interface

Generic:                              ALNPR (X, AMU, SIGMA)

Specific:                             The specific interface names are S_ALNPR and D_ALNPR.

FORTRAN 77 Interface

Single:                                ALNPR (X, AMU, SIGMA)

Double:                              The double precision name is DLNPR.

Description

The function ALNPR evaluates the lognormal probability density function, defined as

.

Example

In this example, we evaluate the probability function at X = 1.0, AMU = 0.0, SIGMA = 0.5.

 

      USE UMACH_INT
      USE ALNPR_INT
      IMPLICIT NONE

      INTEGER NOUT

      REAL X, AMU, SIGMA, PR

      CALL UMACH(2, NOUT)

      X = 1.0

      AMU = 0.0

      SIGMA = 0.5

      PR = ALNPR(X, AMU, SIGMA)

      WRITE (NOUT, 99999) X, AMU, SIGMA, PR

99999 FORMAT (' ALNPR(', F6.2, ', ', F4.2, ', ', F4.2, ') = ', F6.4)

      END

Output

 

ALNPR(  1.00, 0.00, 0.50) = 0.7979



http://www.vni.com/
PHONE: 713.784.3131
FAX:713.781.9260