Class LogNormalDistribution

  • All Implemented Interfaces:
    ProbabilityDistribution

    public class LogNormalDistribution
    extends Object
    implements ProbabilityDistribution
    A log-normal distribution is a probability distribution of a random variable whose logarithm is normally distributed. A variable might be modeled as log-normal if it can be thought of as the multiplicative product of many independent random variables each of which is positive.
    See Also:
    Wikipedia: Log-normal distribution
    • Constructor Summary

      Constructors 
      Constructor Description
      LogNormalDistribution​(double logMu, double logSigma)
      Construct a log-normal distribution.
    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double cdf​(double x)
      Gets the cumulative probability F(x) = Pr(X ≤ x).
      double density​(double x)
      The density function, which, if exists, is the derivative of F.
      double entropy()
      Gets the entropy of this distribution.
      double kurtosis()
      Gets the excess kurtosis of this distribution.
      double mean()
      Gets the mean of this distribution.
      double median()
      Gets the median of this distribution.
      double moment​(double s)
      The moment generating function is the expected value of etX.
      double quantile​(double u)
      Gets the quantile, the inverse of the cumulative distribution function.
      double skew()
      Gets the skewness of this distribution.
      double variance()
      Gets the variance of this distribution.