function pdf = log_normal_pdf ( x, a, b ) %*****************************************************************************80 % %% LOG_NORMAL_PDF evaluates the Lognormal PDF. % % Discussion: % % PDF(X)(A,B) % = EXP ( - 0.5D+00 * ( ( LOG ( X ) - A ) / B )**2 ) % / ( B * X * SQRT ( 2 * PI ) ) % % The Lognormal PDF is also known as the Cobb-Douglas PDF, % and as the Antilog_normal PDF. % % The Lognormal PDF describes a variable X whose logarithm % is normally distributed. % % The special case A = 0, B = 1 is known as Gilbrat's PDF. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 10 February 1999 % % Author: % % John Burkardt % % Parameters: % % Input, real X, the argument of the PDF. % 0.0 < X % % Input, real A, B, the parameters of the PDF. % 0.0 < B. % % Output, real PDF, the value of the PDF. % if ( x <= 0.0 ) pdf = 0.0; else pdf = exp ( -0.5 * ( ( log ( x ) - a ) / b )^2 ) ... / ( b * x * sqrt ( 2.0 * pi ) ); end return end