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    0.0.6 • Public • Published

    Probability Density Function

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    Lognormal distribution probability density function (PDF).

    The probability density function (PDF) for a lognormal random variable is

    Probability density function (PDF) for a lognormal distribution.

    where mu is the location parameter and sigma > 0 is the scale parameter. According to the definition, the natural logarithm of a random variable from a lognormal distribution follows a normal distribution.

    Installation

    npm install @stdlib/stats-base-dists-lognormal-pdf

    Usage

    var pdf = require( '@stdlib/stats-base-dists-lognormal-pdf' );

    pdf( x, mu, sigma )

    Evaluates the probability density function (PDF) for a lognormal distribution with parameters mu (location parameter) and sigma (scale parameter).

    var y = pdf( 2.0, 0.0, 1.0 );
    // returns ~0.157
    
    y = pdf( 1.0, 0.0, 1.0 );
    // returns ~0.399
    
    y = pdf( 1.0, 3.0, 1.0 );
    // returns ~0.004

    If provided NaN as any argument, the function returns NaN.

    var y = pdf( NaN, 0.0, 1.0 );
    // returns NaN
    
    y = pdf( 0.0, NaN, 1.0 );
    // returns NaN
    
    y = pdf( 0.0, 0.0, NaN );
    // returns NaN

    If provided sigma <= 0, the function returns NaN.

    var y = pdf( 2.0, 0.0, -1.0 );
    // returns NaN
    
    y = pdf( 2.0, 0.0, 0.0 );
    // returns NaN

    pdf.factory( mu, sigma )

    Returns a function for evaluating the probability density function (PDF) of a lognormal distribution with parameters mu (location parameter) and sigma (scale parameter).

    var mypdf = pdf.factory( 4.0, 2.0 );
    var y = mypdf( 10.0 );
    // returns ~0.014
    
    y = mypdf( 2.0 );
    // returns ~0.025

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var pdf = require( '@stdlib/stats-base-dists-lognormal-pdf' );
    
    var sigma;
    var mu;
    var x;
    var y;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        x = randu() * 10.0;
        mu = (randu() * 10.0) - 5.0;
        sigma = randu() * 20.0;
        y = pdf( x, mu, sigma );
        console.log( 'x: %d, µ: %d, σ: %d, f(x;µ,σ): %d', x.toFixed( 4 ), mu.toFixed( 4 ), sigma.toFixed( 4 ), y.toFixed( 4 ) );
    }

    Notice

    This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

    For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-lognormal-pdf

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    87

    Version

    0.0.6

    License

    Apache-2.0

    Unpacked Size

    58.1 kB

    Total Files

    11

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser