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XLeratorDB/statistics Documentation

SQL Server LOGNORM.DIST function


 
Updated: 09 August 2010

Use LOGNORMDIST to calculate the lognormal cumulative distribution function of x where ln(x) is normally distributed within the parameters mean and standard deviation.
 
Syntax
SELECT [wctStatistics].[wct].[LOGNORMDIST] (
   <@X, float,>
 ,<@Mean, float,>
 ,<@Standard_dev, float,>)
Arguments
@X
is the value at which to evaluate the function. @X is an expression of type float or of a type that can be implicitly converted to float
@Mean
is the mean of ln(x). @Mean is an expression of type float or of a type that can be implicitly converted to float
@Standard_dev
is the standard deviation of ln(x). @Standard_dev is an expression of type float or of a type that can be implicitly converted to float
Return Types
float
Remarks
·         If @X ≤ 0, LOGNORMDIST returns an error
·         If @Standard_dev ≤ 0, LOGNORMDIST returns an error
·         LOGNORMDIST = NORMSDIST((Log(@X) - @Mean) / @Standard_dev)
Examples

select
wct.LOGNORMDIST(8, 5, 1.5)

This produces the following result
 
----------------------
0.025765031270143
 
(1 row(s) affected)
 

select
wct.NORMSDIST((log(8)-5)/1.5)

This produces the following result
 
----------------------
0.025765031270143
 
(1 row(s) affected)


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