matlab中反对数函数,在MATLAB中怎么求正态分布和t分布的反函数

本文介绍logninv函数,用于计算对数正态分布的逆累积分布函数(inverse cdf)。该函数可根据给定的概率P及分布参数MU和SIGMA返回对应的分布值,并支持置信区间计算。

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logninv Inverse of the lognormal cumulative distribution function (cdf).

X = logninv(P,MU,SIGMA) returns values at P of the inverse lognormal

cdf with distribution parameters MU and SIGMA.  MU and SIGMA are the

mean and standard deviation, respectively, of the associated normal

distribution.  The size of X is the common size of the input arguments.

A scalar input functions as a constant matrix of the same size as the

other inputs.

Default values for MU and SIGMA are 0 and 1, respectively.

[X,XLO,XUP] = logninv(P,MU,SIGMA,PCOV,ALPHA) returns confidence bounds

for X when the input parameters MU and SIGMA are estimates.  PCOV is a

2-by-2 matrix containing the covariance matrix of the estimated parameters.

ALPHA has a default value of 0.05, and specifies 100*(1-ALPHA)% confidence

bounds.  XLO and XUP are arrays of the same size as X containing the lower

and upper confidence bounds.

比如期望0,标准差1的对数正态分布,求1%分位数

输入

logninv(0.01,0,1)

即可

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