public class LogNormal extends RandomNumber
BasicFunction.Differentiable<N extends Number,F extends BasicFunction>, BasicFunction.Integratable<N extends Number,F extends BasicFunction>, BasicFunction.PlainUnary<T,R>
Constructor and Description |
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LogNormal() |
LogNormal(double aMean,
double aStdDev)
The aMean and aStdDev parameters are the mean and standard deviation of the variable's logarithm (by
definition, the variable's logarithm is normally distributed).
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Modifier and Type | Method and Description |
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static LogNormal |
estimate(Access1D<?> rawSamples) |
protected double |
generate() |
double |
getDensity(double value)
In probability theory, a probability density function (pdf), or density of a continuous random variable
is a function that describes the relative likelihood for this random variable to occur at a given
point.
|
double |
getDistribution(double value)
In probability theory and statistics, the cumulative distribution function (CDF), or just distribution
function, describes the probability that a real-valued random variable X with a given probability
distribution will be found at a value less than or equal to x.
|
double |
getExpected() |
double |
getGeometricMean()
The geometric mean is also the median
|
double |
getGeometricStandardDeviation() |
double |
getLowerConfidenceQuantile(double confidence) |
double |
getQuantile(double probability)
The quantile function, for any distribution, is defined for real variables between zero and one and is
mathematically the inverse of the cumulative distribution function.
|
double |
getUpperConfidenceQuantile(double confidence) |
double |
getVariance()
Subclasses must override either getStandardDeviation() or getVariance()!
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static LogNormal |
make(double aExpected,
double aVariance) |
void |
setSeed(long seed) |
checkProbabilty, doubleValue, floatValue, getStandardDeviation, intValue, invoke, longValue, newSampleSet, random, toString
byteValue, shortValue
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
getProbability
getStandardDeviation
andThen, get, getAsDouble
public LogNormal()
public LogNormal(double aMean, double aStdDev)
public static LogNormal make(double aExpected, double aVariance)
public double getDensity(double value)
ContinuousDistribution
value
- xpublic double getDistribution(double value)
ContinuousDistribution
value
- xpublic double getExpected()
public double getGeometricMean()
public double getGeometricStandardDeviation()
public double getQuantile(double probability)
ContinuousDistribution
probability
- P(<=x)public double getVariance()
RandomNumber
getVariance
in interface Distribution
getVariance
in class RandomNumber
Distribution.getStandardDeviation()
,
Distribution.getVariance()
public void setSeed(long seed)
setSeed
in class RandomNumber
protected double generate()
public final double getLowerConfidenceQuantile(double confidence)
public final double getUpperConfidenceQuantile(double confidence)
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