InverseLogNormal Command
- InverseLogNormal( <Mean>, <Standard Deviation>, <Probability> )
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Computes the inverse of cumulative distribution function of the log-normal distribution at probability p, where the log-normal distribution is given by mean μ and standard devation σ. In other words, it finds t such that P(X ≤ t) = p, where X is a log-normal random variable. Probability p must be from [0, 1].
Examples:
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InverseLogNormal(10, 20, 1/3)
computes 3.997. -
InverseLogNormal(1000, 2, 1)
computes \( \infty \).