The Log Normal Distribution

Usage

dlnorm(x, meanlog = 0, sdlog = 1)
plnorm(q, meanlog = 0, sdlog = 1)
qlnorm(p, meanlog = 0, sdlog = 1)
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

Description

These functions provide information about the log normal distribution whose logarithm has mean equal to meanlog and standard deviation equal to sdlog. dlnorm gives the density, plnorm gives the distribution function qlnorm gives the quantile function and rlnorm generates random deviates.

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 &mu and &sigma are the mean and standard deviation of the logarithm.

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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