LOGNORMDIST Function (Calligra Sheets)

• Introduced: First release not established; the name is present in Calligra 2.4.0 source.
• Supported in: Calligra Sheets 26.08.2, with no retirement established.
• Scope: Desktop Sheets with the Statistical module. Examples use English semicolon-separated formulas.
• Checked: October 14, 2026. Selected formulas ran through the official 25.04.2 engine library. Source and independent mathematics were checked. This is engine evidence, with no GUI-cell or import verification; 26.08.2 was source-checked only.

For valid x>0 and log-space standard deviation σ>0, cumulative LOGNORMDIST computes Φ((ln(x)−μ)/σ). The intended distribution is positive-valued, and μ and σ describe ln(X). The default cumulative calculation is supported for the ordinary examples below. Function help.

=LOGNORMDIST(x[;logMean[;logStandardDeviation[;cumulative]]])

Only x is required. Defaults are logMean=0, logStandardDeviation=1 and cumulative=true. The fourth argument is converted to an integer. A zero flag selects an unimplemented density branch; 0.9 therefore also takes that branch. The current CDF path lacks a proper positive-scale guard. Brackets indicate optional arguments and are not entered in the formula. Registration and implementation.

The engine and mathematical columns are separate. Results are rounded to twelve decimal places, or thirteen significant digits in scientific notation for very small or large values. This is a display choice, not an accuracy guarantee. NaN and infinity are nonfinite outputs; an engine error flag is checked separately from those values.

For μ=0,σ=1, P(X≤2) is approximately 0.755891404215, and P(X≤0.5) is approximately 0.244108595785. These positive cutoffs are reciprocal around median 1, so their probabilities sum to one. This ordinary-input identity is checked below.

Do not call the unimplemented density mode to obtain a lognormal PDF. For the specific valid setup x=2,μ=0,σ=1, the supported expression =PHI(LN(2))/2 was separately executed and returned approximately 0.156874019279, agreeing with the mathematical density. More generally the density is φ((ln(x)−μ)/σ)/(xσ), requiring x>0 and σ>0.

The mathematical CDF is zero for x≤0. The tested engine returns zero at x=−1 but positive infinity at x=0. That discontinuity is an implementation observation, not a property of the lognormal distribution. The infinity has no engine error flag, so checking only for an ordinary spreadsheet error is insufficient.

The source also allows a negative scale on the CDF path: LOGNORMDIST(2;0;−1) produces approximately 0.244108595785, reversing the standardized direction. A negative standard deviation does not define this probability model. Reject invalid scales explicitly instead of accepting a plausible in-range result.

The executed advanced check was:

=LOGNORMDIST(2)+LOGNORMDIST(0.5)

Its engine result was 1.

Validate a strictly positive σ before evaluation and handle x≤0 using the mathematical CDF boundary if that boundary is part of your intended model. The selected malformed text input also reaches the zero-input infinity. Successful numeric text and Boolean conversions in other rows do not establish reliable validation. Current source retains the missing checks and unimplemented density branch; the exact runtime observations remain limited to 25.04.2.

• Function-specific implementation
• Versioned function help
• Gauss helper
• Log helper
• Conversion helper

The statistical module and value-calculation helpers are byte-identical between the inspected 25.04.2 and 26.08.2 sources. That comparison supports the source discussion but does not establish later-version native output, every locale or arbitrary extreme-parameter accuracy.

NORMDIST, LN.