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Logarithm of Probability Density Function

Evaluate the natural logarithm of the probability density function (PDF) for a lognormal distribution.

The probability density function (PDF) for a lognormal random variable is

$$f(x;\mu,\sigma) = \frac{1}{x\sqrt{2\pi\sigma^2}} e^{-\frac{\left(\ln x-\mu\right)^2}{2\sigma^2}}$$

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 follows a normal distribution.

Installation

npm install @stdlib/stats-base-dists-lognormal-logpdf

Alternatively,

• To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch (see README).
• If you are using Deno, visit the deno branch (see README for usage intructions).
• For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch (see README).

The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.

To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.

Usage

var logpdf = require( '@stdlib/stats-base-dists-lognormal-logpdf' );

logpdf( x, mu, sigma )

Evaluates the natural logarithm of the probability density function (PDF) for a lognormal distribution with parameters mu (location parameter) and sigma (scale parameter).

var y = logpdf( 2.0, 0.0, 1.0 );
// returns ~-1.852

y = logpdf( 1.0, 0.0, 1.0 );
// returns ~-0.919

y = logpdf( 1.0, 3.0, 1.0 );
// returns ~-5.419

If provided NaN as any argument, the function returns NaN.

var y = logpdf( NaN, 0.0, 1.0 );
// returns NaN

y = logpdf( 0.0, NaN, 1.0 );
// returns NaN

y = logpdf( 0.0, 0.0, NaN );
// returns NaN

If provided sigma <= 0, the function returns NaN.

var y = logpdf( 2.0, 0.0, -1.0 );
// returns NaN

y = logpdf( 2.0, 0.0, 0.0 );
// returns NaN

logpdf.factory( mu, sigma )

Returns a function for evaluating the natural logarithm of the probability density function (PDF) of a lognormal distribution with parameters mu (location parameter) and sigma (scale parameter).

var mylogpdf = logpdf.factory( 4.0, 2.0 );
var y = mylogpdf( 10.0 );
// returns ~-4.275

y = mylogpdf( 2.0 );
// returns ~-3.672

Examples

var randu = require( '@stdlib/random-base-randu' );
var logpdf = require( '@stdlib/stats-base-dists-lognormal-logpdf' );

var sigma;
var mu;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 10.0;
    mu = (randu() * 10.0) - 5.0;
    sigma = randu() * 20.0;
    y = logpdf( x, mu, sigma );
    console.log( 'x: %d, µ: %d, σ: %d, ln(f(x;µ,σ)): %d', x.toFixed( 4 ), mu.toFixed( 4 ), sigma.toFixed( 4 ), y.toFixed( 4 ) );
}

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Notice

This package is part of 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, see the main project repository.

Community

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License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.