LogNormal Type

Log-Normal distribution.

Static members

Static member Description

LogNormal.CDF(mu) (sigma) (x)

Full Usage: LogNormal.CDF(mu) (sigma) (x)

Parameters:
    mu : float -
    sigma : float -
    x : float -

Returns: float

Computes the cumulative distribution function.

mu : float

sigma : float

x : float

Returns: float

Example

LogNormal.CheckParam(mu) (sigma)

Full Usage: LogNormal.CheckParam(mu) (sigma)

Parameters:
    mu : float
    sigma : float

mu : float
sigma : float

LogNormal.Estimate(samples)

Full Usage: LogNormal.Estimate(samples)

Parameters:
    samples : seq<float> -

Returns: ContinuousDistribution<float, float>

Estimates the log-normal distribution parameters from sample data with maximum-likelihood.

samples : seq<float>

Returns: ContinuousDistribution<float, float>

Example

LogNormal.Init(mu) (sigma)

Full Usage: LogNormal.Init(mu) (sigma)

Parameters:
    mu : float -
    sigma : float -

Returns: ContinuousDistribution<float, float>

Initializes a Normal distribution

mu : float

sigma : float

Returns: ContinuousDistribution<float, float>

Example

LogNormal.InvCDF(mu) (sigma) (x)

Full Usage: LogNormal.InvCDF(mu) (sigma) (x)

Parameters:
    mu : float -
    sigma : float -
    x : float -

Returns: float

Computes the inverse cumulative distribution function (quantile function).

mu : float

sigma : float

x : float

Returns: float

Example

LogNormal.Mean(mu) (sigma)

Full Usage: LogNormal.Mean(mu) (sigma)

Parameters:
    mu : float -
    sigma : float -

Returns: float

Computes the mean.

mu : float

sigma : float

Returns: float

Example

LogNormal.Mode(mu) (sigma)

Full Usage: LogNormal.Mode(mu) (sigma)

Parameters:
    mu : float -
    sigma : float -

Returns: float

Computes the mode.

mu : float

sigma : float

Returns: float

Example

LogNormal.PDF(mu) (sigma) (x)

Full Usage: LogNormal.PDF(mu) (sigma) (x)

Parameters:
    mu : float -
    sigma : float -
    x : float -

Returns: float

Computes the probability density function.

mu : float

sigma : float

x : float

Returns: float

Example

LogNormal.Sample(mu) (sigma)

Full Usage: LogNormal.Sample(mu) (sigma)

Parameters:
    mu : float -
    sigma : float -

Returns: float

Produces a random sample using the current random number generator (from GetSampleGenerator()).

mu : float

sigma : float

Returns: float

Example

LogNormal.StandardDeviation(mu) (sigma)

Full Usage: LogNormal.StandardDeviation(mu) (sigma)

Parameters:
    mu : float -
    sigma : float -

Returns: float

Computes the standard deviation.

mu : float

sigma : float

Returns: float

Example

LogNormal.Support(mu) (sigma)

Full Usage: LogNormal.Support(mu) (sigma)

Parameters:
    mu : float -
    sigma : float -

Returns: Interval<float>

Returns the support of the log normal distribution: [0, Positive Infinity).

mu : float

sigma : float

Returns: Interval<float>

Example

LogNormal.ToString(mu) (sigma)

Full Usage: LogNormal.ToString(mu) (sigma)

Parameters:
    mu : float -
    sigma : float -

Returns: string

A string representation of the distribution.

mu : float

sigma : float

Returns: string

Example

LogNormal.Variance(mu) (sigma)

Full Usage: LogNormal.Variance(mu) (sigma)

Parameters:
    mu : float -
    sigma : float -

Returns: float

Computes the variance.

mu : float

sigma : float

Returns: float

Example