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@stdlib/stats-base-dists-lognormal-cdf
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Lognormal distribution cumulative distribution function (CDF).
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Lognormal distribution cumulative distribution function.
The cumulative distribution function for a lognormal random variable is
where mu
is the location parameter and sigma > 0
is the scale parameter. According to the definition, the natural logarithm of a random variable from a
lognormal distribution follows a normal distribution.
npm install @stdlib/stats-base-dists-lognormal-cdf
var cdf = require( '@stdlib/stats-base-dists-lognormal-cdf' );
Evaluates the cumulative distribution function (CDF) for a lognormal distribution with parameters mu
(location parameter) and sigma
(scale parameter).
var y = cdf( 2.0, 0.0, 1.0 );
// returns ~0.756
y = cdf( 5.0, 10.0, 3.0 );
// returns ~0.003
If provided NaN
as any argument, the function returns NaN
.
var y = cdf( NaN, 0.0, 1.0 );
// returns NaN
y = cdf( 0.0, NaN, 1.0 );
// returns NaN
y = cdf( 0.0, 0.0, NaN );
// returns NaN
If provided sigma <= 0
, the function returns NaN
.
var y = cdf( 2.0, 0.0, -1.0 );
// returns NaN
y = cdf( 2.0, 0.0, 0.0 );
// returns NaN
Returns a function for evaluating the cumulative distribution function of a lognormal distribution with parameters mu
(location parameter) and sigma
(scale parameter).
var mycdf = cdf.factory( 3.0, 1.5 );
var y = mycdf( 1.0 );
// returns ~0.023
y = mycdf( 4.0 );
// returns ~0.141
var randu = require( '@stdlib/random-base-randu' );
var cdf = require( '@stdlib/stats-base-dists-lognormal-cdf' );
var sigma;
var mu;
var x;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
x = randu() * 10.0;
mu = (randu() * 10.0) - 5.0;
sigma = randu() * 20.0;
y = cdf( x, mu, sigma );
console.log( 'x: %d, µ: %d, σ: %d, F(x;µ,σ): %d', x.toFixed( 4 ), mu.toFixed( 4 ), sigma.toFixed( 4 ), y.toFixed( 4 ) );
}
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
See LICENSE.
Copyright © 2016-2024. The Stdlib Authors.
0.2.2 (2024-07-28)
<section class="commits">41d41e9
- test: include trailing newlines in Julia-generated JSON fixtures (by Philipp Burckhardt)9ed7d0e
- chore: add missing trailing newlines (by Philipp Burckhardt)A total of 1 person contributed to this release. Thank you to this contributor:
FAQs
Lognormal distribution cumulative distribution function (CDF).
The npm package @stdlib/stats-base-dists-lognormal-cdf receives a total of 18,640 weekly downloads. As such, @stdlib/stats-base-dists-lognormal-cdf popularity was classified as popular.
We found that @stdlib/stats-base-dists-lognormal-cdf demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 0 open source maintainers collaborating on the project.
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