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Log-normal distribution

It calculates the probability density function (PDF) and cumulative distribution function (CDF) of long-normal distribution by a given mean and variance.
Anton2017-09-11 07:45:13

Lognormal distribution is a continuous probability distribution of a random variable whose logarithm is Normal distribution.
Probability density function (PDF) of the log-normal distribution formula:
{\frac {1}{x\sigma {\sqrt {2\pi }}}}\ e^{-{\frac {\left(\ln x-\mu \right)^{2}}{2\sigma ^{2}}}}

Log-normal distributionCreative Commons Attribution/Share-Alike License 3.0 (Unported)
0.12345678901234567890
 
 
PDF Graph:
CDF Graph:

Cumulative density function (CDF) of the lognormal distribution formula:
{\frac {1}{2}}+{\frac {1}{2}}\operatorname {erf} {\Big [}{\frac {\ln x-\mu }{{\sqrt {2}}\sigma }}{\Big ]}

To calculate log-normal distribution quantiles you can use the following calculator:

Log-normal distribution quantile functionCreative Commons Attribution/Share-Alike License 3.0 (Unported)
0.12345678901234567890
 

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