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 | + | *Suppose <math>x</math> is Normally Distributed function, then <math> y=ln(x)</math> also Normally Distributed |
− | * <math> z=exp(y)</math> also | + | *<math> z=exp(y)</math> also Normally Distributed. |
− | *Let the | + | *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 | + | *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 00:32, 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
- LOGNORMDIST(2,5.4,2.76)=0.044061652
- LOGNORMDIST(10,24.05,12.95)=0.046543186
- LOGNORMDIST(50,87.0036,42.9784)=0.026597569
- LOGNORMDIST(-10,5,2)=NAN