logncdf
"upper"
)"upper"
)Lognormal cumulative distribution function (CDF).
For each element of x, compute the cumulative distribution function (CDF) of the lognormal distribution with mean parameter mu and standard deviation parameter sigma, each corresponding to the associated normal distribution. The size of p is the common size of x, mu, and sigma. A scalar input functions as a constant matrix of the same size as the other inputs.
If a random variable follows this distribution, its logarithm is normally distributed with mean mu and standard deviation sigma.
Default parameter values are mu = 0
and
sigma = 1
. Both parameters must be reals and
sigma > 0
. For sigma <= 0
, NaN
is
returned.
When called with three output arguments, i.e. [p, plo,
pup]
, logncdf
computes the confidence bounds for p when
the input parameters mu and sigma are estimates. In such case,
pcov, a matrix containing the covariance matrix of the
estimated parameters, is necessary. Optionally, alpha, which has a
default value of 0.05, specifies the 100 * (1 - alpha)
percent
confidence bounds. plo and pup are arrays of the same size as
p containing the lower and upper confidence bounds.
[…] = logncdf (…, "upper")
computes the upper tail
probability of the log-normal distribution with parameters mu and
sigma, at the values in x.
Further information about the lognormal distribution can be found at https://en.wikipedia.org/wiki/Log-normal_distribution
See also: logninv, lognpdf, lognrnd, lognfit, lognlike, lognstat
Source Code: logncdf
## Plot various CDFs from the log-normal distribution x = 0:0.01:3; p1 = logncdf (x, 0, 1); p2 = logncdf (x, 0, 0.5); p3 = logncdf (x, 0, 0.25); plot (x, p1, "-b", x, p2, "-g", x, p3, "-r") grid on legend ({"μ = 0, σ = 1", "μ = 0, σ = 0.5", "μ = 0, σ = 0.25"}, ... "location", "southeast") title ("Log-normal CDF") xlabel ("values in x") ylabel ("probability") |