Logninv
Definition:
/math-6b1f879bfd3319b5ac080d0b8147705e.png "xp = logninv(p, mu, sigma)")
computes the deviate,/math-f5e81d79b535c85746763245f006f7b5.png "x_p")
, associated with the given lower tail probability, /math-83878c91171338902e0fe0fb97a8c47a.png "p")
, of the Lognormal distribution with parameters mu and sigma.
is calculated for the give such that:
/math-ef7829229064ffda6de062abd1572c1a.png "p=\int_{0}^{x_p}\frac{1}{t\sqrt{2\pi}\sigma}e^{-\frac{\left(ln(t)-\mu\right)^2}{2\sigma^2}}dt")
where /math-54a3ba4dffde20e02ed0e4f9918d63fe.png "0 < x_p")
Parameters:
- p (input, double)
- The probability,, from the Lognormal distribution.
/math-c3564eff51f6b4d65fd8918d8467da31.png "0<p<1")
- mu (input, double)
- The mean of the associated Lognormal distribution .
- sigma (input, double)
- The standard deviation of the associated Lognormal distribution,
/math-329d000ea66734c6e64e773857e1d634.png "sigma > 0")
- xp (output, double)
- The deviate,.