LOG_NORMAL_TRUNCATED_AB
The Log Normal PDF Truncated to [A,B]


LOG_NORMAL_TRUNCATED_AB, a C++ library which can evaluate quantities associated with the log normal Probability Density Function (PDF) truncated to the interval [A,B].

Licensing:

The computer code described and made available on this web page are distributed under the GNU LGPL license.

Languages:

LOG_NORMAL_TRUNCATED_AB is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

LOG_NORMAL, a C++ library which samples the log normal distribution.

log_normal_truncated_ab_test

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TRUNCATED_NORMAL, a C++ library which works with the truncated normal distribution over [A,B], or [A,+oo) or (-oo,B], returning the probability density function (PDF), the cumulative density function (CDF), the inverse CDF, the mean, the variance, and sample values.

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Reference:

Source Code:


Last revised on 26 March 2020.