SSJ
V. 2.6.

umontreal.iro.lecuyer.probdist
Class LognormalDistFromMoments

java.lang.Object
  extended by umontreal.iro.lecuyer.probdist.ContinuousDistribution
      extended by umontreal.iro.lecuyer.probdist.LognormalDist
          extended by umontreal.iro.lecuyer.probdist.LognormalDistFromMoments
All Implemented Interfaces:
Distribution

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
decPrec
 
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

LognormalDistFromMoments

public LognormalDistFromMoments(double mean,
                                double var)

SSJ
V. 2.6.

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