Skip to content

log_normalCDF

Fabian Kindermann edited this page Apr 2, 2021 · 11 revisions
function log_normalCDF(x, mu, sigma)

Description:

Calculates the cumulative distribution function

of the log-normal distribution with mean and variance using

Input arguments:

  • real*8 :: x
    The point where to evaluate the cumulative distribution function of the log-normal distribution.

Optional arguments:

  • real*8 :: mu
    The mean of the distribution. If not present, the function uses . Note that this input variable needs to be strictly greater than zero.
  • real*8 :: sigma
    The variance of the distribution. If not present, the function uses . Note that this input variable needs to be strictly greater than zero.

Return Value:

  • real*8 :: log_normalCDF
    The value of the cumulative distribution function at x.

References

  • For further reading refer to:
    • Toral, R. & Colet, P. (2014). Stochastic Numerical Methods: An Introduction for Students and Scientists. Weinheim: Wiley.
  • This routine is used in the following programs:
    • prog02_15.f90
Clone this wiki locally