The cumulative distribution function (CDF) for a truncated log-normal distribution is represented as shown below. How can I find its inverse in Matlab?
CDF_truncated_lognormal_distribution = lognormal_cdf(r)./(lognormal_cdf(rmax) - lognormal_cdf(rmin))
Where, lognormal_cdf()
in above equation is a CDF of the standard log-normal distribution, and rmax
and rmin
are constants.
I need to find the inverse of above CDF in order to plug uniform random numbers (=U[0,1]) as a CDF value in the inverse equation and determine random number r
of the truncated log-normal distribution.