lognormden

This function is the log-normal distribution’s probability density function. It returns the value of the slope of the cumulative distribution function at the specified argument value.

Syntax

lognormden(x,a,b)

The x argument represents the independent variable and can either be a scalar or a range of numbers. If x is a range, then it must be defined by either using braces { } or by specifying a worksheet column. Any value for x must be real. The a argument is any real number and is the location parameter. The b argument is any positive number and is the scale parameter.

Example

The density function can be used to estimate the probability that the values of a log-normal random variable X lie in a small interval. If X has location parameter equal to 1 and shape parameter equal to 1, then to estimate the probability that the values of X lie between 2 and 2.1, multiply the density of X at 2 by the length of the interval .1:

lognormden(2,1,1) * .1 = .019030