IMSL C# Numerical Library

Cdf.InverseLogNormal Method 

Returns the inverse of the standard lognormal cumulative probability distribution function.

public static double InverseLogNormal(
   double p,
   double mu,
   double sigma
);

Parameters

p
A double scalar value representing the probability for which the inverse lognormal function is to be evaluated.
mu
A double scalar value representing the location parameter.
sigma
A double scalar value representing the shape parameter. sigma must be a positive.

Return Value

A double scalar value. The probability that a standard lognormal random variable takes a value less than or equal to this returned value is p.

See Also

Cdf Class | Imsl.Stat Namespace