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StatsLogNormalCDF

StatsLogNormalCDF (x, σ [, θ, µ ])

The StatsLogNormalCDF function returns the lognormal cumulative distribution function

F(x;σ,θ,μ)=1σ2π0x1tθexp{[ln(tθμ)]2/2σ2}dt,\displaystyle F(x ; \sigma, \theta, \mu)=\frac{1}{\sigma \sqrt{2 \pi}} \int_{0}^{x} \frac{1}{t-\theta} \exp \left\{-\left[\ln \left(\frac{t-\theta}{\mu}\right)\right]^{2} / 2 \sigma^{2}\right\} d t,

for x>θ and σ, µ>0. The standard lognormal distribution is for θ =0 and µ =1, which are the optional parameter defaults

See Also

Statistical Analysis, StatsLogNormalPDF, StatsInvLogNormalCDF