IDAX.QLNORM_H - High-tail inverse log-normal distribution

The QLNORM_H function returns the value x of a variable that follows the log-normal distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QLNORM_H(DOUBLE percentage, DOUBLE medlog, DOUBLE
sdlog)

Parameter descriptions

percentage: Mandatory.; The requested limit of the percentage.; If percentage is not in the range of 0 - 1, QLNORM_H(percentage,medlog,sdlog) is null for all medlog values and positive sdlog values.; Min: 0.00000000001; Max: 0.99999999999; Data type: DOUBLE
medlog: Mandatory.; The median value on the logarithmic scale.; Data type: DOUBLE
sdlog: Mandatory.; The shape value on the logarithmic scale.; If sdlog is 0 or less, QLNORM_H(percentage,medlog,sdlog) is null for all percentage values and medlog values.; Min: 0.000000001; Data type: DOUBLE

Returned information

DOUBLE the point x where PLNORM_H(x,medlog,sdlog)=percentage.

QLNORM_H(perc,medlog,sdlog)=QLNORM(1-p,medlog,sdlog) for perc values in the range of 0 - 1, medlog values, and positive sdlog values.

If PLNORM_H(x,medlog,sdlog)=perc, QLNORM_H(perc,medlog,sdlog)=x for all medlog values, positive x values, and positive sdlog values.