LogNormalDistribution Class

Evaluates a lognormal probability density for a given set of data.

Inheritance Hierarchy

SystemObject
Imsl.StatLogNormalDistribution

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

C++

Copy

[SerializableAttribute]
public class LogNormalDistribution : IProbabilityDistribution, 
	IDistribution

<SerializableAttribute>
Public Class LogNormalDistribution
	Implements IProbabilityDistribution, IDistribution

[SerializableAttribute]
public ref class LogNormalDistribution : IProbabilityDistribution, 
	IDistribution

[<SerializableAttribute>]
type LogNormalDistribution =  
    class
        interface IProbabilityDistribution
        interface IDistribution
    end

The LogNormalDistribution type exposes the following members.

Constructors

	Name	Description
	LogNormalDistribution	Initializes a new instance of the LogNormalDistribution class

Top

Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	Eval(Double)	Fits a lognormal probability distribution to xData and returns the probability density at each value.
	Eval(Double, Object)	Evaluates a lognormal probability density function at a given point xData.
	Eval(Double, Object)	Evaluates a lognormal probability distribution with a given set of parameters at each point in xData and returns the probability density at each value.
	Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)
	GetHashCode	Serves as a hash function for a particular type. (Inherited from Object.)
	GetParameters	Returns the current parameters of the lognormal probability density function.
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)

Top

Properties

	Name	Description
	Mean	The lognormal probability distribution mean parameter.
	StandardDeviation	The lognormal probability distribution standard deviation parameter.

Top

Remarks

LogNormalDistribution evaluates the lognormal probability density of a given set of data, xData. If parameters are not supplied, the Eval method fits the lognormal probability density function to the data by first calculating the mean and standard deviation. The lognormal probability density function 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 mean and standard deviation.

The DataMining package class NaiveBayesClassifier uses LognormalDistribution as a method to train continuous data.

Reference

Imsl.Stat Namespace

Other Resources

Naive Bayes Example 1