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Calibrating a probability distribution from known likelihoods

Posted 11 years ago
I have been trying to calibrate a LogNormal distribution from a known mean, and known 15% and 85% points (1.5 and 4.5). I am using FindRoot, setting the integral of the distribution from 1.5 to 4.5 equal to its known value of 0.7, and attempting to solve for the unknown variance, v, giving a starting point of 3. However, I keep getting the error message "FindRoot::nlnum: "The function value {False} is not a list of numbers with dimensions {1} at {v} = {3.}. " and the output is just a repitition of the input. What is going wrong? Is there any easier way to do this on mathematica that you know of?
Posted 11 years ago
This may simply be a case of preventing symbolic evaluation of the expression you're giving to FindRoot. For details on when this can be a problem and how to fix it, you could take a look at the following tutorial page in the Documentation Center:

http://reference.wolfram.com/mathematica/tutorial/UnconstrainedOptimizationSymbolicEvaluation.html

If you still get the error message, feel free to post the actual FindRoot expression you're trying to evaluate.
POSTED BY: William Rummler
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