R语言对数正态分布

最新推荐文章于 2024-07-08 21:27:42 发布

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最新推荐文章于 2024-07-08 21:27:42 发布

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文章标签：概率论 r语言

本文链接：https://blog.csdn.net/qq_27390023/article/details/125256517

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本文介绍了对数正态分布的概念，指出它在长期观察中呈现出上偏的特性。通过R语言，我们展示了如何使用dlnorm、plnorm、qlnorm和rlnorm函数进行对数正态分布的密度计算、累积概率、取值及抽样。示例代码详细演示了这些函数的用法，包括概率密度函数的绘制和累积概率的计算。

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对数正态分布（logarithmic normal distribution）是指一个随机变量的对数服从正态分布，则该随机变量服从对数正态分布。对数正态分布从短期来看，与正态分布非常接近。但长期来看，对数正态分布向上分布的数值更多一些。

The Log Normal Distribution

Description

Density, distribution function, quantile function and random generation for the log normal distribution whose logarithm has mean equal to meanlog and standard deviation equal to sdlog.

Usage

dlnorm(x, meanlog = 0, sdlog = 1, log = FALSE)
plnorm(q, meanlog = 0, sdlog = 1, lower.tail = TRUE, log.p = FALSE)
qlnorm(p, meanlog = 0, sdlog = 1, lower.tail = TRUE, log.p = FALSE)
rlnorm(n, meanlog = 0, sdlog = 1)

Arguments

`x, q`	vector of quantiles.
`p`	vector of probabilities.
`n`	number of observations. If `length(n) > 1`, the length is taken to be the number required.
`meanlog, sdlog`	mean and standard deviation of the distribution on the log scale with default values of `0` and `1` respectively.
`log, log.p`	logical; if TRUE, probabilities p are given as log(p).
`lower.tail`	logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x].

####对数正态分布
# 1.对数正态分布中抽样函数rlnorm
num <- 100
rlnorm(num, meanlog = 0, sdlog = 1)

# 2.对数正态分布概率密度函数
x <- seq(-10,10,0.01)
y <- dlnorm(x, meanlog = 0, sdlog = 1)
plot(x,y)

# 3.对数正态分布累积概率
# P[X ≤ x]
plnorm(2,meanlog = 0, sdlog = 1 )
# P[X > x]
plnorm(2,meanlog = 0, sdlog = 1,lower.tail = FALSE)

# probabilities p are given as log(p).
plnorm(2,meanlog = 0, sdlog = 1,log.p = TRUE)

# 4.qlnorm函数(plnorm的反函数)
# 累积概率为0.95时的x值
# x <- seq(-10,10,0.1)
# plot(x,plnorm(x, meanlog = 0, sdlog = 1))
qlnorm(0.95,meanlog = 0, sdlog = 1)
qlnorm(0.995,meanlog = 0, sdlog = 1)