@stdlib/stats-base-dists-lognormal-pdf
v0.3.1TypeScript
Lognormal distribution probability density function (PDF).
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About stdlib...
Probability Density Function
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> [Lognormal][lognormal-distribution] distribution probability density function (PDF).
The [probability density function][pdf] (PDF) for a [lognormal][lognormal-distribution] random variable is
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][lognormal-distribution] follows a [normal distribution][normal-distribution].
Installation
``bash`
npm install @stdlib/stats-base-dists-lognormal-pdf
Usage
`javascript`
var pdf = require( '@stdlib/stats-base-dists-lognormal-pdf' );
#### pdf( x, mu, sigma )
Evaluates the [probability density function][pdf] (PDF) for a [lognormal][lognormal-distribution] distribution with parameters mu (location parameter) and sigma (scale parameter).
`javascript
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.
`javascript
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.
`javascript
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] (PDF) of a [lognormal][lognormal-distribution] distribution with parameters mu (location parameter) and sigma (scale parameter).
`javascript
var mypdf = pdf.factory( 4.0, 2.0 );
var y = mypdf( 10.0 );
// returns ~0.014
y = mypdf( 2.0 );
// returns ~0.025
`
Examples
`javascript
var uniform = require( '@stdlib/random-array-uniform' );
var logEachMap = require( '@stdlib/console-log-each-map' );
var EPS = require( '@stdlib/constants-float64-eps' );
var pdf = require( '@stdlib/stats-base-dists-lognormal-pdf' );
var opts = {
'dtype': 'float64'
};
var x = uniform( 10, 0.1, 10.0, opts );
var mu = uniform( 10, -5.0, 5.0, opts );
var sigma = uniform( 10, EPS, 5.0, opts );
logEachMap( 'x: %0.4f, µ: %0.4f, σ: %0.4f, f(x;µ,σ): %0.4f', x, mu, sigma, pdf );
`
*
C APIs
$3
`c`
#include "stdlib/stats/base/dists/lognormal/pdf.h"
#### stdlib_base_dists_lognormal_pdf( x, mu, sigma )
Evaluates the [probability density function][pdf] (PDF) of a [lognormal][lognormal-distribution] distribution with location parameter mu and scale parameter sigma.
`c`
double y = stdlib_base_dists_lognormal_pdf( 2.0, 0.0, 1.0 );
// returns ~0.157
The function accepts the following arguments:
- x: [in] double input value.[in] double
- mu: location parameter.[in] double
- sigma: scale parameter.
`c`
double stdlib_base_dists_lognormal_pdf( const double x, const double mu, const double sigma );
$3
`c
#include "stdlib/stats/base/dists/lognormal/pdf.h"
#include "stdlib/constants/float64/eps.h"
#include
#include
static double random_uniform( const double min, const double max ) {
double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
return min + ( v*(max-min) );
}
int main( void ) {
double sigma;
double mu;
double x;
double y;
int i;
for ( i = 0; i < 25; i++ ) {
x = random_uniform( 0.1, 10.0 );
mu = random_uniform( -5.0, 5.0 );
sigma = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 );
y = stdlib_base_dists_lognormal_pdf( x, mu, sigma );
printf( "x: %lf, μ: %lf, σ: %lf, f(x;μ,σ): %lf\n", x, mu, sigma, y );
}
}
`
*
Notice
This package is part of [stdlib][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][stdlib], see the main project [repository][stdlib].
#### Community
[![Chat][chat-image]][chat-url]
---
License
See [LICENSE][stdlib-license].
Copyright
Copyright © 2016-2026. The Stdlib [Authors][stdlib-authors].
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[deno-readme]: https://github.com/stdlib-js/stats-base-dists-lognormal-pdf/blob/deno/README.md
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[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-base-dists-lognormal-pdf/main/LICENSE
[lognormal-distribution]: https://en.wikipedia.org/wiki/Lognormal_distribution
[normal-distribution]: https://en.wikipedia.org/wiki/Normal_distribution
[pdf]: https://en.wikipedia.org/wiki/Probability_density_function