Compute Parameters to Calibrate a Log-normal Distribution
Compute parameters to calibrate the prior distribution of a relative risk that has a log-normal distribution.
LogNormalPriorCh(theta1, theta2, prob1, prob2)
theta1 |
lower quantile |
theta2 |
upper quantile |
prob1 |
lower probability |
prob2 |
upper probability |
A list containing:
mu |
mean of log-normal distribution |
sigma |
variance of log-normal distribution |
Jon Wakefield
# Calibrate the log-normal distribution s.t. the 95% confidence interval is [0.2, 5] param <- LogNormalPriorCh(0.2, 5, 0.025, 0.975) curve(dlnorm(x,param$mu,param$sigma), from=0, to=6, ylab="density")
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