Difference between revisions of "Manuals/calci/LOGNORMDIST"

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*Lognomal distribution is also called Galton's distribution.
 
*Lognomal distribution is also called Galton's distribution.
 
*A random variable which is log-normally distributed takes only positive real values.
 
*A random variable which is log-normally distributed takes only positive real values.
*Suppose <math>x</math> is normally distributed function ,then <math> y=ln(x)</math> also normally distributed
+
*Suppose <math>x</math> is Normally Distributed function, then <math> y=ln(x)</math> also Normally Distributed
* <math> z=exp(y)</math> also normally distributed.  
+
*<math> z=exp(y)</math> also Normally Distributed.  
*Let the normal distribution function <math>x </math> and its mean= <math>μ</math>, standard deviation = <math>σ</math>
+
*Let the Normal Distribution function <math>x</math> and its Mean= <math>μ</math>, Standard Deviation = <math>σ</math>
*Then the  lognormal cumulative distribution is calculated by:<math> F(x,μ,σ)=1/2[1+(erf(ln(x)-μ)/σsqrt(2)= φ[(ln(x)-μ)/σ]</math> where 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)
+
*Then the  lognormal cumulative distribution is calculated by:<math> F(x,μ,σ)=1/2[1+(erf(ln(x)-μ)/σsqrt(2)= φ[(ln(x)-μ)/σ]</math> where <math>erf</math> 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 φ is the cumulative distribution function of the standard normal distribution.  
+
*And <math>φ</math> is the Cumulative Distribution function of the Standard Normal distribution.  
 
*This function will give the result as error when
 
*This function will give the result as error when
 
*1. Any one of the argument is nonnumeric.
 
*1. Any one of the argument is nonnumeric.

Revision as of 01:32, 26 December 2013

LOGNORMDIST((x,m,sd)


  • is the value , is the mean of ,
  • And is the standard deviation of .

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 is Normally Distributed function, then also Normally Distributed
  • also Normally Distributed.
  • Let the Normal Distribution function and its Mean= Failed to parse (syntax error): {\displaystyle μ} , Standard Deviation = Failed to parse (syntax error): {\displaystyle σ}
  • Then the lognormal cumulative distribution is calculated by:Failed to parse (syntax error): {\displaystyle F(x,μ,σ)=1/2[1+(erf(ln(x)-μ)/σsqrt(2)= φ[(ln(x)-μ)/σ]} where 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 Failed to parse (syntax error): {\displaystyle φ} 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 nonnumeric.
  • 2.suppose or

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