Next: , Previous: The Flat (Uniform) Distribution, Up: Random Number Distributions


19.16 The Lognormal Distribution

— Function: double gsl_ran_lognormal (const gsl_rng * r, double zeta, double 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.

— Function: double gsl_ran_lognormal_pdf (double x, double zeta, double sigma)

This function computes the probability density p(x) at x for a lognormal distribution with parameters zeta and sigma, using the formula given above.


— Function: double gsl_cdf_lognormal_P (double x, double zeta, double sigma)
— Function: double gsl_cdf_lognormal_Q (double x, double zeta, double sigma)
— Function: double gsl_cdf_lognormal_Pinv (double P, double zeta, double sigma)
— Function: double gsl_cdf_lognormal_Qinv (double Q, double zeta, double sigma)

These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the lognormal distribution with parameters zeta and sigma.


The GNU Scientific Library - a free numerical library licensed under the GNU GPL
Back to the GNU Scientific Library Homepage