problem with lognormal cumulative distribution function

Question

Karim Tarbali 2011-9-4

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Hi. i want to get the lognormal cumulative distribution function for a variable with mean=0.04 and stdv=0.01 :

cdf('Lognormal',value,mean,stdv)
cdf('Lognormal',0.04,0.04,0.01)

but for the numbers around the mean value the CDF is zero which it should not be. could you please help me what is the prolem

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Answer 1

bym 2011-9-4

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you need to take the exponential of number:

logncdf(exp(.04),.04,.01)

ans =

0.5000

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Karim Tarbali 2011-9-4

thank you so much for you reply. so sorry to bother but why in this syntax the ans=0.5 does not appear:

logncdf(exp(26061000),26061000,0.15*26061000)

bym 2011-9-4

numerical overflow

exp(26061000)

ans =

Inf

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Answer 2

the cyclist 2011-9-4

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The support for the density function lies in a narrow band around log(x)-mu = 0, not around x - mu = 0. Here are some values around the peak of the pdf:

mu    = 0.04;
sigma = 0.01;
x = [1.01 1.02 1.03 1.04 1.05 1.06 1.07]
cdf__of_lognormal_evaluated_at_x = cdf('Lognormal',x,mu,sigma)

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Answer 3

Oleg Komarov 2011-9-4

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mu    = 0.04;
sigma = 0.01;
values = 0:0.01:2;
subplot(211)
plot(values,pdf('logn',values,mu,sigma))
subplot(212)
plot(values,cdf('logn',values,mu,sigma))