ILNumerics - Technical Application Development
SystemObject
ILNumerics.Toolboxes.DistributionsLogNormalDistribution
Assembly: ILNumerics.Toolboxes.Statistics (in ILNumerics.Toolboxes.Statistics.dll) Version: 5.5.0.0 (5.5.7503.3146)
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Continuous Univariate Log-Normal distribution.
For details about this distribution, see
Wikipedia - Log-Normal distribution.
[ILNumerics Statistics Toolbox]
Inheritance Hierarchy
ILNumerics.Toolboxes.DistributionsLogNormalDistribution
Namespace: ILNumerics.Toolboxes.Distributions
Assembly: ILNumerics.Toolboxes.Statistics (in ILNumerics.Toolboxes.Statistics.dll) Version: 5.5.0.0 (5.5.7503.3146)
Syntax
The LogNormalDistribution type exposes the following members.
Constructors
Name | Description | |
---|---|---|
LogNormalDistribution |
Initializes a new instance of the LogNormalDistribution class.
The distribution will be initialized with the default
random number generator.
[ILNumerics Statistics Toolbox] |
Properties
Name | Description | |
---|---|---|
Entropy |
Gets the entropy of the log-normal distribution.
[ILNumerics Statistics Toolbox] | |
Maximum |
Gets the maximum of the log-normal distribution.
[ILNumerics Statistics Toolbox] | |
Mean |
Gets the mu of the log-normal distribution.
[ILNumerics Statistics Toolbox] | |
Median |
Gets the median of the log-normal distribution.
[ILNumerics Statistics Toolbox] | |
Minimum |
Gets the minimum of the log-normal distribution.
[ILNumerics Statistics Toolbox] | |
Mode |
Gets the mode of the log-normal distribution.
[ILNumerics Statistics Toolbox] | |
Mu |
Gets or sets the log-scale (μ) (mean of the logarithm) of the distribution.
[ILNumerics Statistics Toolbox] | |
Sigma |
Gets or sets the shape (σ) (standard deviation of the logarithm) of the distribution. Range: σ ≥ 0.
[ILNumerics Statistics Toolbox] | |
Skewness |
Gets the skewness of the log-normal distribution.
[ILNumerics Statistics Toolbox] | |
StdDev |
Gets the standard deviation of the log-normal distribution.
[ILNumerics Statistics Toolbox] | |
Variance |
Gets the variance of the log-normal distribution.
[ILNumerics Statistics Toolbox] |
Methods
Name | Description | |
---|---|---|
CumulativeDistributionF |
Computes the cumulative distribution (CDF) of the distribution at x, i.e. p(X ≤ x)
[ILNumerics Statistics Toolbox] | |
Density |
Computes the probability density of the distribution (PDF) at x
[ILNumerics Statistics Toolbox] | |
DensityLn |
Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
[ILNumerics Statistics Toolbox] | |
InverseCumulativeDistributionF |
Computes the inverse of the cumulative distribution function (InvCDF) for the distribution
at the given probability. This is also known as the quantile or percent point function.
[ILNumerics Statistics Toolbox] | |
Samples |
Generates a sample from the log-normal distribution using the Box-Muller algorithm.
[ILNumerics Statistics Toolbox] | |
ToString |
A string representation of the distribution.
(Overrides ObjectToString.)[ILNumerics Statistics Toolbox] |
Remarks
[ILNumerics Statistics Toolbox]
See Also