logninv
Inverse of the log-normal cumulative distribution function (iCDF).
For each element of p, compute the quantile (the inverse of the CDF) of the log-normal distribution with mean mu and standard deviation sigma corresponding to the associated normal distribution. The size of x is the common size of p, 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.
Further information about the log-normal distribution can be found at https://en.wikipedia.org/wiki/Log-normal_distribution
See also: logncdf, lognpdf, lognrnd, lognfit, lognlike, lognstat
Source Code: logninv
## Plot various iCDFs from the log-normal distribution
p = 0.001:0.001:0.999;
x1 = logninv (p, 0, 1);
x2 = logninv (p, 0, 0.5);
x3 = logninv (p, 0, 0.25);
plot (p, x1, "-b", p, x2, "-g", p, x3, "-r")
grid on
ylim ([0, 3])
legend ({"μ = 0, σ = 1", "μ = 0, σ = 0.5", "μ = 0, σ = 0.25"}, ...
"location", "northwest")
title ("Log-normal iCDF")
xlabel ("probability")
ylabel ("values in x")
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