InverseLogNormal Command

InverseLogNormal( <Mean>, <Standard Deviation>, <Probability> )

Computes the inverse of cumulative distribution function of the log-normal distribution at probability p, where the log-normal distribution is given by mean μ and standard devation σ.

In other words, it finds t such that P(X ≤ t) = p, where X is a log-normal random variable.

Probability p must be from [0, 1].

Examples:

• InverseLogNormal[10, 20, 1/3] computes 3.997.
• InverseLogNormal[1000, 2, 1] computes \infty .