Home > wafo > wstats > wlogncdf.m

wlogncdf

PURPOSE ^

Lognormal cumulative distribution function

SYNOPSIS ^

F = wlogncdf(x,m,v);

DESCRIPTION ^

 WLOGNCDF Lognormal cumulative distribution function
 
  CALL:  F = wlogncdf(x,m,s);
 
         F = distribution function evaluated at x
       m,v =parameters
 
  The Lognormal distribution is defined by its pdf
 
         f(x)=(v*2*pi*x^2)^(-1)*exp(-(log(x)-m)^2/(2*v)), x>=0.
 
  Example: 
    x = linspace(0,6,200);
    p1 = wlogncdf(x,0,1); p2 = wlogncdf(x,.5,0.25);
    plot(x,p1,x,p2)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function F = wlogncdf(x,m,v);
002 %WLOGNCDF Lognormal cumulative distribution function
003 %
004 % CALL:  F = wlogncdf(x,m,s);
005 %
006 %        F = distribution function evaluated at x
007 %      m,v =parameters
008 %
009 % The Lognormal distribution is defined by its pdf
010 %
011 %        f(x)=(v*2*pi*x^2)^(-1)*exp(-(log(x)-m)^2/(2*v)), x>=0.
012 %
013 % Example: 
014 %   x = linspace(0,6,200);
015 %   p1 = wlogncdf(x,0,1); p2 = wlogncdf(x,.5,0.25);
016 %   plot(x,p1,x,p2)
017 
018 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability
019 % and Life Span Models", p. 59 ff, Marcel Dekker.
020 
021 
022 
023 % Tested on; Matlab 5.3
024 % History:
025 % revised pab 24.10.2000
026 %  - added comnsize, nargchk
027 %  - added default values
028 % added ms 10.08.2000
029 
030 error(nargchk(1,3,nargin))
031 if nargin<2|isempty(m),  m=0;  end
032 if nargin<3|isempty(v),  v=1;  end
033 
034 [errorcode, x, m, v] = comnsize (x,m, v);
035 if (errorcode > 0)
036   error ('x, m and v must be of common size or scalar');
037 end
038 F=zeros(size(x));
039 k=find(x>0); % avoid log(0)
040 if any(k)
041   F(k)=wnormcdf(log(x(k)),m(k),v(k));
042 end
043 
044

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

Comments or corrections to the WAFO group


Generated on Thu 06-Oct-2005 02:21:16 for WAFO by m2html © 2003