org.ojalgo.random
Class LogNormal

java.lang.Object
  java.lang.Number
      org.ojalgo.random.RandomNumber
          org.ojalgo.random.LogNormal

All Implemented Interfaces:

Serializable, Function<Double>, NullaryFunction<Double>, ContinuousDistribution, Distribution

public class LogNormal
extends RandomNumber
implements ContinuousDistribution

A continuous distribution in which the logarithm of a variable has a normal distribution. A log normal distribution results if the variable is the product of a large number of independent, identically-distributed variables in the same way that a normal distribution results if the variable is the sum of a large number of independent, identically-distributed variables.

Author:

apete

See Also:

Serialized Form

Constructor Summary

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).

Method Summary

double	getDistribution(double aVal) Cumulative distribution function
double	getExpected()
double	getProbability(double aVal) Probability density function
double	getVariance() Subclasses must override either getStandardDeviation() or getVariance()!

Methods inherited from class org.ojalgo.random.RandomNumber

doubleValue, floatValue, getStandardDeviation, intValue, invoke, longValue

Methods inherited from class java.lang.Number

byteValue, shortValue

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.ojalgo.random.Distribution

getStandardDeviation

Constructor Detail

LogNormal

public LogNormal()

LogNormal

public 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).

Method Detail

getDistribution

public double getDistribution(double aVal)

Description copied from interface: ContinuousDistribution

Cumulative distribution function

Specified by:

getDistribution in interface ContinuousDistribution

getExpected

public double getExpected()

Specified by:

getExpected in interface Distribution

getProbability

public double getProbability(double aVal)

Description copied from interface: ContinuousDistribution

Probability density function

Specified by:

getProbability in interface ContinuousDistribution

getVariance

public double getVariance()

Description copied from class: RandomNumber

Subclasses must override either getStandardDeviation() or getVariance()!

Specified by:

getVariance in interface Distribution

Overrides:

getVariance in class RandomNumber

See Also:

Distribution.getStandardDeviation(), Distribution.getVariance()