书上一道题目: Let X be a lognormal random variable with a mean value of 250 and a standard deviation of 30.Calculate Fx(200) and fx(200). 书上的结果是: Fx(200)=0.0384 and fx(200)=0.00348.
我用MATLAB计算如下: Fx(200): >> logncdf(200,250,30) ans = 1.7212e-016 fx(200): >> lognpdf(200,250,30) ans = 2.3741e-019
如上,MATLAB结果和书上结果不同,我开始不知道是哪里错了,看了MATLAB的HELP文件。
P = logncdf(X,mu,sigma) returns values at X of the lognormal cdf with distribution parameters mu and sigma. mu and sigma are the mean and standard deviation, respectively, of the associated normal distribution.