hi,

is there any code that calculates the cdf of lognormal distribution?

i came across one in codecogs.com but it requires commercial license:/

any help would mean a lot. thanks from advance

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Last Post by volkang

well it s a bit embarrassing:

lognormal distribution cdf can easily be calculated if you know how to calculate the cdf of standard normal distribution.

anyway.. as nobody for the last day posted a reply, i think the following equation will be useful for some;

lognormal(x,mean,stdev)= standardnormal( (ln(x)-mean)/stdev))

assuming lognormal(), and standardnomral() are cdf s.

Edited by volkang: n/a