SUBROUTINE LGNPPF(P,PPF) C C PURPOSE--THIS SUBROUTINE COMPUTES THE PERCENT POINT 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 NOTE THAT THE PERCENT POINT FUNCTION OF A DISTRIBUTION C IS IDENTICALLY THE SAME AS THE INVERSE CUMULATIVE C DISTRIBUTION FUNCTION OF THE DISTRIBUTION. C INPUT ARGUMENTS--P = THE SINGLE PRECISION VALUE C (BETWEEN 0.0 (EXCLUSIVELY) C AND 1.0 (EXCLUSIVELY)) C AT WHICH THE PERCENT POINT C FUNCTION IS TO BE EVALUATED. C OUTPUT ARGUMENTS--PPF = THE SINGLE PRECISION PERCENT C POINT FUNCTION VALUE. C OUTPUT--THE SINGLE PRECISION PERCENT POINT FUNCTION . C VALUE PPF FOR THE LOGNORMAL DISTRIBUTION C 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--P SHOULD BE BETWEEN 0.0 (EXCLUSIVELY) C AND 1.0 (EXCLUSIVELY). C OTHER DATAPAC SUBROUTINES NEEDED--NORPPF. C FORTRAN LIBRARY SUBROUTINES NEEDED--EXP. 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(P.LE.0.0.OR.P.GE.1.0)GOTO50 GOTO90 50 WRITE(IPR,1) WRITE(IPR,46)P PPF=0.0 RETURN 90 CONTINUE 1 FORMAT(1H ,115H***** FATAL ERROR--THE FIRST INPUT ARGUMENT TO THE 1 LGNPPF SUBROUTINE IS OUTSIDE THE ALLOWABLE (0,1) INTERVAL *****) 46 FORMAT(1H , 35H***** THE VALUE OF THE ARGUMENT IS ,E15.8,6H *****) C C-----START POINT----------------------------------------------------- C CALL NORPPF(P,PPF) PPF=EXP(PPF) C RETURN END