Log Normal 2 Lo Hi Law

Parameters

$$µ \in \mathbb{R}, $$

$$-\infty < min < +\infty , $$

$$\sigma>0 , $$

$$ 0 < P_{90} < P_{10} <1 . $$

Support $$x \in \mathbb{R} \quad and \quad p \in \:]0,1 [$$
PDF $$ PDF = \frac{1} {x \frac{ln(P_{10})-ln(P_{90})}{\sqrt2 (E_2-E_1)} \sqrt{2 \pi}} e^{- \left\{ \frac{ \left[ ln(\bar{x})- \left( ln(P_{90})-E_1 \frac{ln(P_{90})-ln(P_{10})}{E_2-E_1} \right) \right] ^2}{2 \times \left[ \frac {ln(P_{90})-ln(P_{10})}{ \sqrt2(E_2-E_1)} \right] ^2 } \right\} } $$
$$ with \qquad \bar{x} , \qquad the \: normalized \: x \: value $$
$$ with \qquad E_1= erf^{-1} (-0.8) \quad and \quad E_2=erf^{-1} (0.8) $$
CDF $$ CDF = \frac{1}{2} \left\{ 1 + er f \left[
\frac {ln(\bar{x})- \left( ln (P_{90}) – E_1 \frac {ln(P_{90})-ln(P_{10})}{(E_2-E_1)} \right)}
{\frac {ln(P_{90})-ln(P_{10})}{(E_2-E_1)}}
\right]\right\} $$
$$ with \qquad \bar{x} , \qquad the \: normalized \: x \: value $$
$$ with \qquad E_1= erf^{-1} (-0.8) \quad and \quad E_2=erf^{-1} (0.8) $$
CDF-1 $$ CDF^{-1} = min + e^{ \left\{
\frac {ln(P_{10}) – ln(P_{90})} {(E_2-E_1)} \times er f (2 \times p – 1 ) + \left( ln(P_{90})- E_1 \frac {ln(P_{90}) – ln(P_{10})} {(E_2-E_1)} \right)
\right\}} $$
$$ with \qquad E_1= erf^{-1} (-0.8) \quad and \quad E_2=erf^{-1} (0.8) $$