InvCdf.LogNormal Method

InvCdfLogNormal Method

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

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public static double LogNormal(
	double p,
	double mu,
	double sigma
)

Public Shared Function LogNormal ( 
	p As Double,
	mu As Double,
	sigma As Double
) As Double

public:
static double LogNormal(
	double p, 
	double mu, 
	double sigma
)

static member LogNormal : 
        p : float * 
        mu : float * 
        sigma : float -> float

Parameters

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

Return Value

Type: Double
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.

Reference

InvCdf Class

Imsl.Stat Namespace