PHP Class MathPHP\Probability\Distribution\Continuous\LogNormal

Inheritance: extends Continuous
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Public Methods

Method Description
CDF ( number $x, number , number ) : number Log normal distribution - cumulative distribution function
PDF ( number $x, number , number ) : number Log normal distribution - probability density function
mean ( number , number ) : number Mean of the distribution

Method Details

CDF() public static method

https://en.wikipedia.org/wiki/Log-normal_distribution 1 1 / ln x - μ \ cdf = - + - erf | -------- | 2 2 \ √2σ /
public static CDF ( number $x, number , number ) : number
$x number > 0
number location parameter
number scale parameter > 0
return number

PDF() public static method

https://en.wikipedia.org/wiki/Log-normal_distribution (ln x - μ)² 1 - ---------- pdf = ----- ℯ 2σ² xσ√2π
public static PDF ( number $x, number , number ) : number
$x number > 0
number location parameter
number scale parameter > 0
return number

mean() public static method

μ = exp(μ + σ²/2)
public static mean ( number , number ) : number
number
number
return number