LOGNORM_INV

Updated 2023-11-03 21:06:39.667000

Syntax

SELECT [westclintech].[wct].[LOGNORM_INV](
  <@P, float,>
 ,<@Mean, float,>
 ,<@Standard_dev, float,>)

Description

Use the scalar function LOGNORM_INV to calculate the inverse of the lognormal distribution function of x, when ln(x) is normally distributed with parameters µ and d.

Arguments

@P

the probability associated with the lognormal distribution. @X must be of a type float or of type that intrinsically converts to float.

@Mean

the average of ln(x). @Mean must be of a type float or of type that intrinsically converts to float.

@Standard_dev

the standard deviation of ln(x). @Standard_dev must be of a type float or of type that intrinsically converts to float.

Return Type

float

Remarks

0 <= @P < 1.

If @P = 0 then 0 is returned.

0 < @Standard_dev.

Examples

Calculate ln(x) with probability = 0.95 with mean of ln(x) = 3.5 and standard deviation of ln(x) = 1.2

SELECT wct.LOGNORM_INV(   0.95, --@P

                          3.5,  --@Mean

                          1.2   --@Standard_dev

                      ) as LOGNORM_INV;

This produces the following result.

{"columns":[{"field":"LOGNORM_INV","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"LOGNORM_INV":"238.370062928527"}]}

The lognormal distribution is related to the normal distribution.

SELECT wct.LOGNORM_INV(p, mu, sigma) as lognorminv,

       EXP(wct.NORMINV(p, mu, sigma)) as expnorminv

FROM

(

    VALUES

        (0.95, 5, 0.75)

) n (p, mu, sigma);