IMSL C# Numerical Library

Cdf.LogNormalProb Method

Evaluates the standard lognormal probability density function.

public static double LogNormalProb(
   double x,
   double mu,
   double sigma
);

Parameters

x: A double scalar value representing the argument at which the 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 representing the probability density function at x.

Remarks

$F\left( x \right) = \frac{1}{x\sigma\sqrt{2\pi}} {e^{-\frac{ {(\ln{x}-\mu)}^2 }{2{\sigma}^2}} }$

See Also

Cdf Class | Imsl.Stat Namespace