3.5.3.5.11 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.