SUBROUTINE LGNCDF(X,CDF) C C PURPOSE--THIS SUBROUTINE COMPUTES THE CUMULATIVE DISTRIBUTION C FUNCTION VALUE FOR THE LOGNORMAL C DISTRIBUTION. C THE LOGNORMAL DISTRIBUTION USED C HEREIN HAS MEAN = SQRT(E) = 1.64872127 C AND STANDARD DEVIATION = SQRT(E*(E-1)) = 2.16119742. C THIS DISTRIBUTION IS DEFINED FOR ALL POSITIVE X C AND HAS THE PROBABILITY DENSITY FUNCTION C F(X) = (1/(X*SQRT(2*PI))) * EXP(-ALOG(X)*ALOG(X)/2) C THE LOGNORMAL DISTRIBUTION USED HEREIN C IS THE DISTRIBUTION OF THE VARIATE X = EXP(Z) WHERE C THE VARIATE Z IS NORMALLY DISTRIBUTED C WITH MEAN = 0 AND STANDARD DEVIATION = 1. C INPUT ARGUMENTS--X = THE SINGLE PRECISION VALUE C AT WHICH THE CUMULATIVE DISTRIBUTION C FUNCTION IS TO BE EVALUATED. C X SHOULD BE POSITIVE. C OUTPUT ARGUMENTS--CDF = THE SINGLE PRECISION CUMULATIVE C DISTRIBUTION FUNCTION VALUE. C OUTPUT--THE SINGLE PRECISION CUMULATIVE DISTRIBUTION C FUNCTION VALUE CDF FOR THE LOGNORMAL C DISTRIBUTION WITH MEAN = SQRT(E) = 1.64872127 C AND STANDARD DEVIATION = SQRT(E*(E-1)) = 2.16119742. C PRINTING--NONE UNLESS AN INPUT ARGUMENT ERROR CONDITION EXISTS. C RESTRICTIONS--X SHOULD BE POSITIVE. C OTHER DATAPAC SUBROUTINES NEEDED--NORCDF. C FORTRAN LIBRARY SUBROUTINES NEEDED--ALOG. C MODE OF INTERNAL OPERATIONS--SINGLE PRECISION. C LANGUAGE--ANSI FORTRAN. C REFERENCES--JOHNSON AND KOTZ, CONTINUOUS UNIVARIATE C DISTRIBUTIONS--1, 1970, PAGES 112-136. C --CRAMER, MATHEMATICAL METHODS OF STATISTICS, C 1946, PAGES 219-220. C WRITTEN BY--JAMES J. FILLIBEN C STATISTICAL ENGINEERING LABORATORY (205.03) C NATIONAL BUREAU OF STANDARDS C WASHINGTON, D. C. 20234 C PHONE: 301-921-2315 C ORIGINAL VERSION--NOVEMBER 1975. C C--------------------------------------------------------------------- C IPR=6 C C CHECK THE INPUT ARGUMENTS FOR ERRORS C IF(X.LE.0.0)GOTO50 GOTO90 50 WRITE(IPR,4) WRITE(IPR,46)X CDF=0.0 RETURN 90 CONTINUE 4 FORMAT(1H ,100H***** NON-FATAL DIAGNOSTIC--THE FIRST INPUT ARGUME 1NT TO THE LGNCDF SUBROUTINE IS NON-POSITIVE *****) 46 FORMAT(1H , 35H***** THE VALUE OF THE ARGUMENT IS ,E15.8,6H *****) C C-----START POINT----------------------------------------------------- C ARG=ALOG(X) CALL NORCDF(ARG,CDF) C RETURN END