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)