V. 2.6.

Class LognormalDistFromMoments

  extended by umontreal.iro.lecuyer.probdist.ContinuousDistribution
      extended by umontreal.iro.lecuyer.probdist.LognormalDist
          extended by umontreal.iro.lecuyer.probdist.LognormalDistFromMoments
All Implemented Interfaces:

public class LognormalDistFromMoments
extends LognormalDist

Extends the LognormalDist class with a constructor accepting the mean m and the variance v of the distribution as arguments. The mean and variance of a lognormal random variable with parameters μ and σ are eμ+σ2/2 and e2μ+σ2(eσ2 - 1) respectively, so the parameters are given by σ2 = ln(v/m2+1) and μ = ln(m) - σ2/2.

Field Summary
Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
Constructor Summary
LognormalDistFromMoments(double mean, double var)
Method Summary
Methods inherited from class umontreal.iro.lecuyer.probdist.LognormalDist
barF, barF, cdf, cdf, density, density, getInstanceFromMLE, getMean, getMean, getMLE, getMu, getParams, getSigma, getStandardDeviation, getStandardDeviation, getVariance, getVariance, inverseF, inverseF, setParams, toString
Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution
getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail


public LognormalDistFromMoments(double mean,
                                double var)

V. 2.6.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.