stats::lognormalPDF

Probability density function of the log-normal distribution

Use only in the MuPAD Notebook Interface.

This functionality does not run in MATLAB.

Syntax

stats::lognormalPDF(m, v)

Description

stats::lognormalPDF(m, v) returns a procedure representing the probability density function

of the lognormal distribution with location parameter m and shape parameter v.

A random variable X is log-normally distributed if ln(X) is a normally distributed variable. The "location parameter" m of X is the mean of ln(X) and the "shape parameter" v is the variance of ln(X).

The procedure f := stats::lognormalPDF(m, v) can be called in the form f(x) with an arithmetical expression x. The value is returned.

If x is a floating-point number and both m and v can be converted to floating-point numbers, this value is returned as a floating-point number. Otherwise, a symbolic expression is returned.

Numerical values for m and v are only accepted if they are real and v is positive.

Environment Interactions

The function is sensitive to the environment variable DIGITS which determines the numerical working precision.

Examples

Example 1

We compute the probability density with location parameter m = 2 and shape parameter v = 4 at various points:

f := stats::lognormalPDF(2, 4):
f(-infinity), f(-3), f(2.0), f(PI), f(infinity)

delete f:

Example 2

We use symbolic arguments:

f := stats::lognormalPDF(m, v):
f(x), f(0.4)

When numerical values are assigned to m and v, the function f starts to produce numerical values:

m := PI: v := 2:
f(3), f(3.0)

delete f, m, v:

Example 3

The following plot shows the influence of the shape parameter on the log-normal distribution:

plotfunc2d(stats::lognormalPDF(1, 0.25)(x),
           stats::lognormalPDF(1, 0.5)(x),
           stats::lognormalPDF(1, 1)(x),
           stats::lognormalPDF(1, 2)(x),
           stats::lognormalPDF(1, 4)(x),
           stats::lognormalPDF(1, 8)(x),
           x = -0.5 .. 4, ViewingBoxYRange = 0 .. 1.1,
           LegendVisible = FALSE)

Due to its logarithmic influence, the location parameter changes the shape of the distribution, too:

plotfunc2d(stats::lognormalPDF(m, 0.5)(x) $ m = 0.5..2 step 0.5,
           x = -0.5 ..4, ViewingBoxYRange = 0 .. 0.5,
           LegendVisible = FALSE)

Parameters

m

The location parameter: an arithmetical expression representing a real value

v

The shape parameter: an arithmetical expression representing a positive real value

Return Values

procedure.

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