Logncdf

Contents

Description

Computes the probabilities of the specified tail type tail in a given value x, associated with a Lognormal distribution using the corresponding parameters mu and sigma.

Syntax

double prob = logncdf(double x, double mu, double sigma[, int tail])

Parameters

x

Input, the value of Lognormal variate x > 0

mu

Input, the mean of the associated Lognormal distribution .

sigma

Input, the standard deviation of the associated Lognormal distribution, sigma > 0

tail

Input, Optional. The tail probability type using for the Lognormal distribution

prob

Output, the returned probability.

Example

logncdf(150,2,0.2,3)=;     // ANS: 3.2904785027465E-51