The Lognormal Distribution¶
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gsl_ran_lognormal
(zeta, sigma)¶ This function returns a random variate from the lognormal distribution. The distribution function is,
\[p(x) dx = {1 \over x \sqrt{2 \pi \sigma^2} } \exp(-(\ln(x) - \zeta)^2/2 \sigma^2) dx\]for \(x > 0\).
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gsl_ran_lognormal_pdf
(x, zeta, sigma)¶ This function computes the probability density \(p(x)\) at \(x\) for a lognormal distribution with parameters
zeta
andsigma
, using the formula given above.
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gsl_cdf_lognormal_P
(x, zeta, sigma)¶
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gsl_cdf_lognormal_Q
(x, zeta, sigma)¶
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gsl_cdf_lognormal_Pinv
(P, zeta, sigma)¶
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gsl_cdf_lognormal_Qinv
(Q, zeta, sigma)¶ These functions compute the cumulative distribution functions \(P(x), Q(x)\) and their inverses for the lognormal distribution with parameters
zeta
andsigma
.