Investment Studio > Expressions > Functions > Statistical > LOGINV

float loginv(float probability, float mean, float standard_deviation)

Returns the inverse of the lognormal CDF (Cumulative Distribution Function): if probability = lognormdist(x, mean, standard_deviation, TRUE), then loginv(probability, mean, standard_deviation) = x.

probability must be in the range [0, 1].

standard_deviation must be > 0.

Equivalently, loginv can be computed with the expression

=exp(mean + standard_deviation * normsinv(probability))

Example

=loginv(0.0734325635957277, 4, 2)

returns 3.00000000069813.

See also lognormdist, normsdist, normsinv.