MATLAB: Problem with lognormal cumulative distribution function

lognormal cumulative distribution function

Hi. i want to get the lognormal cumulative distribution function for a variable with mean=0.04 and stdv=0.01 :

cdf('Lognormal',value,mean,stdv)
cdf('Lognormal',0.04,0.04,0.01)

but for the numbers around the mean value the CDF is zero which it should not be. could you please help me what is the prolem

Best Answer

you need to take the exponential of number:

logncdf(exp(.04),.04,.01)

ans =

    0.5000

Related Solutions

MATLAB: Find the σ and the μ of the lognormal function, having 1st percentile and the 99th percentile

First you need to understand the math problem, then you can use MATLAB to solve numerically.

You can find the CDF of the lognormal distribution in this wikipedia section. So, you'll have two simultaneous equations (each equation is a function of σ and μ):

Eq 1: cdf of the lognormal at 30 = 0.01
Eq 2: cdf of the lognormal at 60 = 0.99

This is two equations in two unknowns, and with bit of manipulation, I believe can make this two linear equations in two unknowns.

Since this seems like homework, I think maybe that's enough of a hint to get you going.

MATLAB: Need help plotting confidence intervals

alpha = 0.05;           % significance level
mu = 82.9;              % mean
sigma = 8.698;          % std
cutoff1 = norminv(alpha, mu, sigma);
cutoff2 = norminv(1-alpha, mu, sigma);
x = [linspace(mu-4*sigma,cutoff1), ...
    linspace(cutoff1,cutoff2), ...
    linspace(cutoff2,mu+4*sigma)];
y = normpdf(x, mu, sigma);
figure
plot(x,y, 'black')
% Lo black
xlo = [x(x<=cutoff1) cutoff1];
ylo = [y(x<=cutoff1) 0];
patch(xlo, ylo, 'black')
% Mid red
xmid = [x(x>=cutoff1 & x<=cutoff2) cutoff2 cutoff1];
ymid = [y(x>=cutoff1 & x<=cutoff2)       0       0];
patch(xmid, ymid, 'red')
% High black
xhi = [cutoff2 x(x>=cutoff2)];
yhi = [0 y(x>=cutoff2)];
patch(xhi, yhi, 'black')

Best Answer

Related Solutions

MATLAB: Find the σ and the μ of the lognormal function, having 1st percentile and the 99th percentile

MATLAB: Need help plotting confidence intervals

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