Lognormal {base}R Documentation

The Log Normal Distribution

Description

Density, distribution function, quantile function and random generation for the log normal distribution whose logarithm has mean equal to meanlog and standard deviation equal to sdlog.

Usage

dlnorm(x, meanlog = 0, sdlog = 1, log = FALSE)                    
plnorm(q, meanlog = 0, sdlog = 1, lower.tail = TRUE, log.p = FALSE)
qlnorm(p, meanlog = 0, sdlog = 1, lower.tail = TRUE, log.p = FALSE)
rlnorm(n, meanlog = 0, sdlog = 1)

Arguments

x, q vector of quantiles.
p vector of probabilities.
n number of observations to generate.
meanlog, sdlog mean and standard deviation of the distribution on the log scale.
log, log.p logical; if TRUE, probabilities p are given as log(p).
lower.tail logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x].

Details

If meanlog or sdlog are not specified they assume the default values of 0 and 1 respectively.

The log normal distribution has density

f(x) = 1/(sqrt(2 pi) sigma x) e^-((log x - mu)^2 / (2 sigma^2))

where μ and σ are the mean and standard deviation of the logarithm.

Value

dlnorm gives the density, plnorm gives the distribution function, qlnorm gives the quantile function, and rlnorm generates random deviates.

See Also

dnorm for the normal distribution.

Examples

dlnorm(1) == dnorm(0)
x <- rlnorm(1000)       # not yet always :
all(abs(x  -  qlnorm(plnorm(x))) < 1e4 * .Machine$double.eps * x)

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