Pdf.LogNormal Method

PdfLogNormal Method

Evaluates the standard lognormal probability density function.

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

Syntax

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

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

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

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

x: Type: SystemDouble
A double scalar value representing the argument at which the 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.

Type: Double
A double scalar value representing the probability density function at x.

Remarks

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