IStatistics.LogInv

Syntax

LogInv(Probability: Double, Mean: Double; StandartDeviation: Double): Double;

Parameters

Probability. Probability related to normal logarithmic distribution. Valid values lie in the range: [0; 1].

Mean. Mean ln(x).

StandartDeviation. Standard deviation ln(x). Value must satisfy the following constraint: StandartDeviation > 0.

Description

The LogInv method returns the inverse function of a lognormal distribution.

Comments

If Probability = LogNormDist(x; …), then LogInv(Probability ; …) = x.

Example

Sub Main;

Var

st: Statistics;

d0: Double;

Begin

st := New Statistics.Create;

d0 := st.LogInv(0.039084,3.5,1.2);

If st.Status <> 0 Then

Debug.WriteLine(st.Errors);

Else

Debug.WriteLine("Inverse function: " + d0.ToString);

End If;

End Sub Main;

After executing the example the console window displays the value of the inverse function of logarithmic normal distribution:

Module execution started

Inverse function: 4.0000252186772096

Module execution finished

See also:

IStatistics