JMSLTM Numerical Library 6.0

com.imsl.stat
Class LogNormalDistribution

java.lang.Object
  extended by com.imsl.stat.LogNormalDistribution
All Implemented Interfaces:
Distribution, ProbabilityDistribution, Serializable

public class LogNormalDistribution
extends Object
implements ProbabilityDistribution, Serializable

Evaluates a lognormal probability distribution.

The LogNormalDistribution evaluates the lognormal probability distribution of a given set of data, xData. If parameters are not supplied, the eval method first calculates the mean and standard deviation. The lognormal probability distribution is defined as:

f(x) = frac{1}{x sigma sqrt{2 pi} }e^{- frac{{ left( ln(x) - mu right)}^2}{2 { sigma}^2}}

where mu and sigma are the conditional mean and standard deviation.

See Also:
Serialized Form

Constructor Summary
LogNormalDistribution()
           
 
Method Summary
 double[] eval(double[] xData)
          Evaluates a logNormal probability distribution from a given set of data.
 double[] eval(double[] xData, Object[] parameters)
          Evaluates a lognormal probability distribution from a given set of data.
 double eval(double xData, Object[] parameters)
          Evaluates a lognormal probability distribution at a given point xData.
 double getMean()
          Returns the lognormal probability distribution mean parameter.
 Object[] getParameters()
          Returns the parameters used to evaluate the distribution.
 double getStandardDeviation()
          Returns the lognormal probability distribution standard deviation parameter.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

LogNormalDistribution

public LogNormalDistribution()
Method Detail

eval

public double[] eval(double[] xData)
Evaluates a logNormal probability distribution from a given set of data.

Specified by:
eval in interface Distribution
Parameters:
xData - a double array representing the points at which the logNormal probability distribution function is to evaluate.
Returns:
a double array representing the logNormal probability distribution of xData.

eval

public double[] eval(double[] xData,
                     Object[] parameters)
Evaluates a lognormal probability distribution from a given set of data.

Specified by:
eval in interface ProbabilityDistribution
Parameters:
xData - a double array representing the points at which the lognormal probability distribution function is to evaluate.
parameters - an Object array representing the parameters used to evaluate the lognormal distribution.
Returns:
a double array representing the logNormal probability distribution of xData.

eval

public double eval(double xData,
                   Object[] parameters)
Evaluates a lognormal probability distribution at a given point xData.

Specified by:
eval in interface ProbabilityDistribution
Parameters:
xData - a double representing the point at which the lognormal probability distribution function is to be evaluated.
parameters - an Object array representing the parameters used to evaluate the lognormal distribution.
Returns:
a double representing the logNormal probability distribution of xData.

getMean

public double getMean()
Returns the lognormal probability distribution mean parameter.

Returns:
a double representing the mean parameter.

getParameters

public Object[] getParameters()
Returns the parameters used to evaluate the distribution.

Specified by:
getParameters in interface ProbabilityDistribution
Returns:
an Object representing the parameters used to evaluate the distribution.

getStandardDeviation

public double getStandardDeviation()
Returns the lognormal probability distribution standard deviation parameter.

Returns:
a double representing the standard deviation parameter.

JMSLTM Numerical Library 6.0

Copyright © 1970-2009 Visual Numerics, Inc.
Built September 1 2009.