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Statistical function

LOGNORM.DIST

Returns the lognormal distribution.

Rarely usedDifficulty 1500 · AdvancedUsage rank #401 of 520
Practice · 2 questions →

When to use it

The lognormal distribution: LN(x) is normal with the given mean and sd. Prices, incomes, and anything that grows by percentages tend to be lognormal.

The shape of it

Syntax
=LOGNORM.DIST(x, mean, standard_dev, cumulative)

Worked examples

  • Cumulative

    =LOGNORM.DIST(4,3.5,1.2,TRUE) 0.0390836

    Probability of a value at or below 4.

  • Density

    =LOGNORM.DIST(4,3.5,1.2,FALSE) 0.0176176

    Density at 4.

  • Median

    =LOGNORM.DIST(1,0,1,TRUE) 0.5

    With mean 0, the median is 1.

Worth knowing

  • Mean and sd are of LN(x), not of x itself.
  • Option pricing assumes lognormal prices.
  • LOGNORM.INV for percentiles.

Where it goes wrong

  • #NUM! for x of 0 or less, or a non-positive sd.
  • Passing the mean of x rather than of LN(x) is the usual mistake.

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