udlnorm | R Documentation |
Create UNU.RAN object for a Log Normal distribution
whose logarithm has mean equal to meanlog
and standard
deviation equal to sdlog
.
[Distribution] – Log Normal.
udlnorm(meanlog=0, sdlog=1, lb=0, ub=Inf)
meanlog |
mean of the distribution on the log scale. |
sdlog |
standard deviation of the distribution on the log scale. |
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The log normal distribution has density
f(x) = 1/(sqrt(2 pi) sigma x) e^-((log x - mu)^2 / (2 sigma^2))
where mu is the mean and sigma the standard deviation of the logarithm.
The domain of the distribution can be truncated to the
interval (lb
,ub
).
An object of class "unuran.cont"
.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 14, p. 207.
unuran.cont
.
## Create distribution object for log normal distribution distr <- udlnorm() ## Generate generator object; use method PINV (inversion) gen <- pinvd.new(distr) ## Draw a sample of size 100 x <- ur(gen,100)
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