# Inverse of Log Normal

Hi,

I am new to gauss and I am trying to figure out how to compute a function that returns values at `P` of the inverse lognormal cdf with distribution parameters `mu` and `sigma`. I know there are built-in functions like that in matlab but could not find it in GAUSS.

Thanks!

0

GAUSS does not have a built-in function to compute the inverse of the lognormal cumulative distribution function, but, it is pretty simple to create a procedure to do this calculation. Here is one:

``````mu = 0;
sigma = 0.7;
q = seqa(0.1, 0.1, 9);

p = cdfLogNinv(q, mu, sigma);

print q~p;

proc (1) = cdfLogNInv(q, mu, sigma);
retp(exp(sigma.*cdfni(q)).*exp(exp(mu)));
endp;``````

Which should return the following output:

```  0.10000   1.10840
0.20000   1.50812
0.30000   1.88310
0.40000   2.27654
0.50000   2.71828
0.60000   3.24574
0.70000   3.92388
0.80000   4.89951
0.90000   6.66644```

### Have a Specific Question?

Get a real answer from a real person

### Need Support?

Get help from our friendly experts.

See what GAUSS can do for your data