Logninv

Definition:

\( xp = logninv(p, mu, sigma)\) computes the deviate,\(x_p\), associated with the given lower tail probability, \(p\), of the Lognormal distribution with parameters mu and sigma.

\(x_p\) is calculated for the give \(p\) such that:

\(p=\int_{0}^{x_p}\frac{1}{t\sqrt{2\pi}\sigma}e^{-\frac{\left(ln(t)-\mu\right)^2}{2\sigma^2}}dt\)

where \( 0 < x_p \)

Parameters:

p (input, double)

The probability,\(p\), from the Lognormal distribution.\( 0<p<1\)

mu (input, double)

The mean of the associated Lognormal distribution .

sigma (input, double)

The standard deviation of the associated Lognormal distribution, \(sigma > 0\)

xp (output, double)

The deviate,\(x_p\).