Difference between revisions of "Manuals/calci/LOGNORMDIST"

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  2. Suppose <math> number \le 0 </math> or <math> standarddeviation \le 0</math>
 
  2. Suppose <math> number \le 0 </math> or <math> standarddeviation \le 0</math>
  
==ZOS Section==
+
==ZOS==
 
*The syntax is to calculate cumulative log normal distribution in ZOS is <math>LOGNORMDIST(number,mean,standarddeviation)</math>.
 
*The syntax is to calculate cumulative log normal distribution in ZOS is <math>LOGNORMDIST(number,mean,standarddeviation)</math>.
 
**<math>number</math> is the value.
 
**<math>number</math> is the value.

Revision as of 10:08, 3 June 2015

LOGNORMDIST(number,mean,standarddeviation)


  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle number} is the value.
  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle mean } is the mean value of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle log(x)} ,
  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle standarddeviation} is the standard deviation value of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle log(x)} .

Description

  • This function gives the value of the cumulative log normal distribution.
  • This distribution is the continuous probability distribution.
  • Lognomal distribution is also called Galton's distribution.
  • A random variable which is log-normally distributed takes only positive real values.
  • Suppose Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} is Normally Distributed function, then Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y=ln(x)} also Normally Distributed
  • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle z=exp(y)} also Normally Distributed.
  • Let the Normal Distribution function Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x} and its Mean= Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu} , Standard Deviation = Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sigma}
  • Then the lognormal cumulative distribution is calculated by:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle F(x,\mu,\sigma)=\frac{1}{2} \left[1+ erf \left (\frac{ln(x)-\mu)}{\sigma \sqrt{2}}\right)\right ]= \varphi\left[\frac{ln(x)-\mu}{\sigma}\right ]} where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle erf} is the error function,. The error function (also called the Gauss error function) is a special function of sigmoid shape which occurs in probability, statistics and partial differential equations.

  • And is the Cumulative Distribution function of the Standard Normal distribution.
  • This function will give the result as error when
1. Any one of the argument is non-numeric.
2. Suppose Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle  number \le 0 }
 or Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle  standarddeviation \le 0}

ZOS

  • The syntax is to calculate cumulative log normal distribution in ZOS is Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle LOGNORMDIST(number,mean,standarddeviation)} .
    • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle number} is the value.
    • Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle mean } is the mean value of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle log(x)} .
    • is the standard deviation value of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle log(x)} .
  • For e.g.,LOGNORMDIST(10,8.002,4.501)
Log Normal Distribution

Examples

  1. =LOGNORMDIST(2,5.4,2.76) = 0.044061652
  2. =LOGNORMDIST(10,24.05,12.95) = 0.046543186
  3. =LOGNORMDIST(50,87.0036,42.9784) = 0.026597569
  4. =LOGNORMDIST(-10,5,2) = NAN

See Also

References

Log-normal distribution