LognormalDistribution (FsODE)

FsODE

Documentation for 0.0.2

LognormalDistribution Type

Namespace: Altaxo.Calc.Probability
Assembly: AltaxoCore.Redist.dll
Base Type: ContinuousDistribution

Provides generation of lognormal distributed random numbers.

The implementation of the LognormalDistribution type bases upon information presented on Wikipedia - Lognormal Distribution and the implementation in the Boost Random Number Library.

             Return log-normal distributed random deviates
             with given mean and standard deviation stdev
             according to the density function:
                                                            2
                                 1                (ln x - m)
             p   (x) dx =  -------------- exp( - ------------ ) dx  for x > 0
              m,s          sqrt(2 pi x) s               2
                                                     2 s
            
                        = 0   otherwise
            
             where  m  and  s  are related to the arguments mean and stdev by:
            
                                    2
                                mean
             m = ln ( --------------------- )
                                 2      2
                      sqrt( stdev + mean  )
            
                                 2      2
                            stdev + mean
             s = sqrt( ln( -------------- ) )
                                    2
                                mean

Constructors

Constructor Description


                
                  
                    
                      LognormalDistribution()

Full Usage: LognormalDistribution()

Initializes a new instance of the LognormalDistribution class, using a StandardGenerator as underlying random number generator.


                
                  
                    
                      LognormalDistribution(generator)

Full Usage: LognormalDistribution(generator)

Parameters:

generator : Generator

generator : Generator


                
                  
                    
                      LognormalDistribution(mu, sigma)

Full Usage: LognormalDistribution(mu, sigma)

Parameters:

mu : float

sigma : float

mu : float
sigma : float


                
                  
                    
                      LognormalDistribution(mu, sigma, generator)

Full Usage: LognormalDistribution(mu, sigma, generator)

Parameters:

mu : float - First parameter of the distribution.

sigma : float - Second parameter of the distribution.

generator : Generator - A Generator object.

Initializes a new instance of the LognormalDistribution class, using the specified Generator as underlying random number generator.

mu : float: First parameter of the distribution.
sigma : float: Second parameter of the distribution.
generator : Generator: A Generator object.

ArgumentNullException

generator is NULL ( in Visual Basic).

Instance members

Instance member	Description
`this.CDF` Full Usage: `this.CDF` Parameters: z : `float` Returns: `float` Modifiers: abstract	z : `float` Returns: `float`
`this.Initialize` Full Usage: `this.Initialize` Parameters: mu : `float` sigma : `float`	mu : `float` sigma : `float`
`this.IsValidMu` Full Usage: `this.IsValidMu` Parameters: value : `float` - The value to check. Returns: `bool` .	Determines whether the specified value is valid for parameter LognormalDistribution.Mu. value : `float` The value to check. Returns: `bool` .
`this.IsValidSigma` Full Usage: `this.IsValidSigma` Parameters: value : `float` - The value to check. Returns: `bool` if value is greater than or equal to 0.0; otherwise, .	Determines whether the specified value is valid for parameter LognormalDistribution.Sigma. value : `float` The value to check. Returns: `bool` if value is greater than or equal to 0.0; otherwise, .
`this.Maximum` Full Usage: `this.Maximum` Returns: `float` Modifiers: abstract	Gets the maximum possible value of lognormal distributed random numbers. Returns: `float`
`this.Mean` Full Usage: `this.Mean` Returns: `float` Modifiers: abstract	Gets the mean value of lognormal distributed random numbers. Returns: `float`
`this.Median` Full Usage: `this.Median` Returns: `float` Modifiers: abstract	Gets the median of lognormal distributed random numbers. Returns: `float`
`this.Minimum` Full Usage: `this.Minimum` Returns: `float` Modifiers: abstract	Gets the minimum possible value of lognormal distributed random numbers. Returns: `float`
`this.Mode` Full Usage: `this.Mode` Returns: `float[]` Modifiers: abstract	Gets the mode of lognormal distributed random numbers. Returns: `float[]`
`this.Mu` Full Usage: `this.Mu`	Gets or sets the parameter mu which is used for generation of lognormal distributed random numbers. Call LognormalDistribution.IsValidMu to determine whether a value is valid and therefor assignable.
`this.NextDouble` Full Usage: `this.NextDouble` Returns: `float` A lognormal distributed double-precision floating point number. Modifiers: abstract	Returns a lognormal distributed floating point random number. Returns: `float` A lognormal distributed double-precision floating point number.
`this.PDF` Full Usage: `this.PDF` Parameters: z : `float` Returns: `float` Modifiers: abstract	z : `float` Returns: `float`
`this.Quantile` Full Usage: `this.Quantile` Parameters: p : `float` Returns: `float` Modifiers: abstract	p : `float` Returns: `float`
`this.Sigma` Full Usage: `this.Sigma`	Gets or sets the parameter sigma which is used for generation of lognormal distributed random numbers. Call LognormalDistribution.IsValidSigma to determine whether a value is valid and therefor assignable.
`this.Variance` Full Usage: `this.Variance` Returns: `float` Modifiers: abstract	Gets the variance of lognormal distributed random numbers. Returns: `float`

Static members

Static member	Description
`LognormalDistribution.CDF(z, m, s)` Full Usage: `LognormalDistribution.CDF(z, m, s)` Parameters: z : `float` m : `float` s : `float` Returns: `float`	z : `float` m : `float` s : `float` Returns: `float`
`LognormalDistribution.PDF(z, m, s)` Full Usage: `LognormalDistribution.PDF(z, m, s)` Parameters: z : `float` m : `float` s : `float` Returns: `float`	z : `float` m : `float` s : `float` Returns: `float`
`LognormalDistribution.Quantile(p, m, s)` Full Usage: `LognormalDistribution.Quantile(p, m, s)` Parameters: p : `float` m : `float` s : `float` Returns: `float`	p : `float` m : `float` s : `float` Returns: `float`