Logninv

Definition:

$xp = logninv(p, mu, sigma)$ computes the deviate, $x_p$ , associated with the given lower tail probability, $p$ , of the Lognormal distribution with parameters mu and sigma.

$x_p$ is calculated for the give $p$ such that:

$p=\int_{0}^{x_p}\frac{1}{t\sqrt{2\pi}\sigma}e^{-\frac{\left(ln(t)-\mu\right)^2}{2\sigma^2}}dt$

where $0 < x_p$

Parameters:

p (input, double): The probability, $p$ , from the Lognormal distribution. $0<p<1$
mu (input, double): The mean of the associated Lognormal distribution .
sigma (input, double): The standard deviation of the associated Lognormal distribution, $sigma > 0$
xp (output, double): The deviate, $x_p$ .