StatsLogNormalPDF

StatsLogNormalPDF (x, σ [, θ, µ ])

The StatsLogNormalPDF function returns the lognormal probability distribution function

$$\displaystyle f(x ; \sigma, \theta, \mu)=\frac{1}{\sigma \sqrt{2 \pi}} \frac{1}{x-\theta} \exp \left\{-\left[\ln \left(\frac{x-\theta}{\mu}\right)\right]^{2} / 2 \sigma^{2}\right\},$$

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

References

The expression for the PDF follows the NIST definition at https://www.itl.nist.gov/div898/handbook/eda/section3/eda3669.htm. Note that alternate definitions use μ differently.

See Also

Statistical Analysis, StatsLogNormalCDF, StatsInvLogNormalCDF