Updated: 9 August 2010

Use LOGINV to calculate the inverse of the lognormal cumulative distribution function of x where ln(x) is normally distributed within the parameters mean and standard deviation.

SELECT [wctStatistics].[wct].[LOGINV] (

<@Probability, float,>

,<@Mean, float,>

,<@Standard_dev, float,>)

is a probability associated with the lognormal distribution. @*Probability *is an expression of type **float** or of a type that can be implicitly converted to **float**.

is the mean of ln(x). @*Mean *is an expression of type **float** or of a type that can be implicitly converted to **float**.

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**.

float

· If *@Probability* < 0 or *@Probability* > 1, LOGINV returns an error

· If *@Standard_dev* ≤ 0, LOGINV returns an error

· LOGNORMDIST(LOGINV(*@Probability*, *@Mean*,*@Standard_dev*), *@Mean*, *@Standard_dev*)-*@Probability* = 0 rounded to 8 decimal places.

select wct.LOGINV(0.025765031270143, 5, 1.5)

This produces the following result

----------------------

7.9999999741917

(1 row(s) affected))

Select round(wct.LOGNORMDIST(wct.LOGINV(0.025765031270143, 5, 1.5),5,1.5)-0.025765031270143, 9)

This produces the following result

----------------------

0

(1 row(s) affected)

Select EXP(5+1.5*wct.NORMSINV(0.025765031270143))

This produces the following result

----------------------

7.9999999741917

(1 row(s) affected)