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Log-normal distribution

This section contains functions for working with log-normal distribution. They allow to calculate density, probability, quantiles and to generate pseudo-random numbers distributed according to the log-normal law. The log-normal distribution is defined by the following formula:

pdf_lognormal_distribution

where:

  • x – value of the random variable
  • μ – logarithm of the expected value
  • σ – logarithm of the root-mean-square deviation

 

In addition to the calculation of the individual random variables, the library also implements the ability to work with arrays of random variables.

Function

Description

MathProbabilityDensityLognormal

Calculates the probability density function of the log-normal distribution

MathCumulativeDistributionLognormal

Calculates the value of the log-normal probability distribution function

MathQuantileLognormal

Calculates the value of the inverse log-normal distribution function for the specified probability

MathRandomLognormal

Generates a pseudorandom variable/array of pseudorandom variables distributed according to the log-normal law

MathMomentsLognormal

Calculates the theoretical numerical values of the first 4 moments of the log-normal distribution


Updated: 2017.01.10