Probabilities.LogNormalPDF Method

Overload List

#SignatureDescription
1void LogNormalPDF(TDenseMtxVec X, Double Mu, Double sigma, TDenseMtxVec Res)Log-Normal PDF (vectorized).
2Double LogNormalPDF(Double x, Double Mu, Double sigma)Log-normal probability density function (PDF).

Overload 1: void LogNormalPDF(TDenseMtxVec X, Double Mu, Double sigma, TDenseMtxVec Res)

Log-Normal PDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix with positive real values or zeros.
2MuDistribution location parameter, real value.
3sigmaDistribution scale parameter, real positive value.
4ResAfter calculation stores the PDF calculated from X, Mu and sigma. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 2: Double LogNormalPDF(Double x, Double Mu, Double sigma)

Log-normal probability density function (PDF).

#NameDescription
1xFunction domain, real value > 0.
2MuLocation parameter: mean of ln(x), any real value.
3sigmaScale parameter: standard deviation of ln(x), real value > 0.

Returns: Double - the log-normal probability density function (PDF) at x for log-mean Mu and log-standard-deviation sigma. Returns NAN when sigma <= 0 or x <= 0.

Remarks:

Computes the log-normal PDF (the distribution of X when ln X is normal):

PDF(x| mu,sigma)= 1/(sigma sqrt(2pi) x) exp (-((ln x - mu)^2)/(2sigma ^2) )

Domain: x > 0, mu in R, sigma > 0. If x <= 0 or sigma <= 0 the result is NAN. A scalar form (this one) and a vectorized Dew.Math.TDenseMtxVec overload are provided.

See Also: Probabilities.LogNormalCDF, Probabilities.LogNormalCDFInv