% PURPOSE: demo of log-normal distribution functions % prints mean and variance of 1000 draws % plots pdf,cdf,inverse % %--------------------------------------------------- % USAGE: logn_d %--------------------------------------------------- n = 1000; a = 10; b = 2; tic; tst = logn_rnd(a,b,n,1); toc; ltst = log(tst); % mean should equal a fprintf('mean should = %16.8f \n',a); fprintf('mean of draws = %16.8f \n',mean(ltst)); % variance should equal b fprintf('variance should = %16.8f \n',b*b); fprintf('variance of draws = %16.8f \n',std(ltst)*std(ltst)); tst = unif_rnd(n,0.1,3); tsort = sort(tst); pdf = logn_pdf(tsort); plot(tsort,pdf); title('log-normal pdf with mean=1, var=1'); pause; cdf = logn_cdf(tsort); plot(tsort,cdf); title('log-normal cdf with mean=1, var=1'); pause; tst = rand(n,1); tsort = sort(tst); x = logn_inv(tsort); plot(tsort,x); title('log-normal quantiles with mean=1, var=1');