logninv (Statistics Toolbox)

Inverse of the lognormal cumulative distribution function (cdf).

Syntax

X = logninv(P,MU,SIGMA)

Description

X = logninv(P,MU,SIGMA) computes the inverse lognormal cdf with mean MU and standard deviation SIGMA, at the probabilities in P.

The size of X is the common size of P, MU and SIGMA.

We define the lognormal inverse function in terms of the lognormal cdf.

where

Example

p = (0.005:0.01:0.995);
crit = logninv(p,1,0.5);
plot(p,crit)
xlabel('Probability');ylabel('Critical Value');grid

Reference

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second Edition, John Wiley and Sons, 1993. p. 102-105.