Statistics & probability

Lognormal upper-tail probability calculator

Calculate the chance that a positive lognormal variable exceeds a threshold.

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Behind the numbers

How this calculation works

Calculate the chance that a positive lognormal variable exceeds a threshold.

THE FORMULAP(X>x) = normal upper tail of (ln(x)−μ)/σ

A worked example

With log mean 0 and log deviation ln(2), the threshold 4 is two log standard deviations above the mean.

Good to know

The parameters describe natural logarithms of observations.

Read the result

Calculate the chance that a positive lognormal variable exceeds a threshold.

The primary result is labeled “Probability above threshold”. Keep the input definitions in view when comparing this result with another method.

Try a related calculation

The parameters describe natural logarithms of observations.

For a related exercise, try the statistics calculator.

A few questions, answered

How can I check the default inputs by hand?

With log mean 0 and log deviation ln(2), the threshold 4 is two log standard deviations above the mean.

Which rule does this calculator apply?

P(X>x) = normal upper tail of (ln(x)−μ)/σ

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