18.15 The Lognormal Distribution

Random: double gsl_ran_lognormal (const gsl_rng * r, double zeta, double sigma)

This function returns a random variate from the lognormal distribution. The distribution function is,

p(x) dx = {1 \over x \sqrt{2 \pi \sigma^2} } \exp(-(\ln(x) - \zeta)^2/2 \sigma^2) dx

for x > 0.

Function: double gsl_ran_lognormal_pdf (double x, double zeta, double sigma)

This function computes the probability density p(x) at x for a lognormal distribution with parameters zeta and sigma, using the formula given above.