logninv (Statistics Toolbox)

Inverse of the lognormal cumulative distribution function (cdf)

Syntax

```
X = logninv(P,MU,SIGMA)
```

Description

X = logninv(P,MU,SIGMA) computes the inverse lognormal cdf with mean MU and standard deviation SIGMA, at the corresponding probabilities in P. Vector or matrix inputs for P, MU, and SIGMA must have the same size, which is also the size of X. A scalar input for P, MU, or SIGMA is expanded to a constant matrix with the same dimensions as the other inputs.

We define the lognormal inverse function in terms of the lognormal cdf as

where

Example

p = (0.005:0.01:0.995);
crit = logninv(p,1,0.5);
plot(p,crit)
xlabel('Probability');ylabel('Critical Value'); grid

Reference

[1] Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second Edition, John Wiley and Sons, 1993. p. 102-105.

See Also
icdf, logncdf, lognpdf, lognrnd, lognstat

logncdf lognpdf