CDF_inv — Lognormal

Evaluates the inverse of the log normal cumulative density function.

You're viewing an older version of this page (#5511). View the current version.

View versions (3)

Interface

#include <codecogs/statistics/distributions/continuous/lognormal/cdf_inv.h>

using namespace Statistics::Distributions::Continuous::Lognormal;

inline double CDF_inv(double p, double m, double s)

This function evaluates the inverse of the log normal cumulative density function.

Example 1

#include <iostream>
#include <codecogs/statistics/distributions/continuous/lognormal/cdf_inv.h>

int main()
{
  std::cout << "log normal CDF inverse (0.3, 2, 5) = ";
  std::cout << Statistics::Distributions::Continuous::Lognormal::CDF_inv(0.3, 2, 5) << std::endl;
  return 0;
}

Output:

log normal CDF inverse (0.3, 2, 5) = 0.536868

Parameters

The cumulative probability to invert

The mean of the underlying normal distribution

The standard deviation of the underlying normal distribution

Interactive Calculator

Result –