smile.stat.distribution

Class LogNormalDistribution

java.lang.Object

smile.stat.distribution.AbstractDistribution

smile.stat.distribution.LogNormalDistribution

All Implemented Interfaces:

Distribution

public class LogNormalDistribution
extends AbstractDistribution

A log-normal distribution is a probability distribution of a random variable whose logarithm is normally distributed. The log-normal distribution is the single-tailed probability distribution of any random variable whose logarithm is normally distributed. If X is a random variable with a normal distribution, then Y = exp(X) has a log-normal distribution; likewise, if Y is log-normally distributed, then log(Y) 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.

Constructor Summary

Constructors

Constructor and Description
LogNormalDistribution(double[] data) Constructor.
LogNormalDistribution(double mu, double sigma) Constructor.

Method Summary

Modifier and Type	Method and Description
double	cdf(double x) Cumulative distribution function.
double	entropy() Shannon entropy of the distribution.
double	getMu() Returns the parameter mu, which is the mean of normal distribution log(X).
double	getSigma() Returns the parameter sigma, which is the standard deviation of normal distribution log(X).
double	logp(double x) The density at x in log scale, which may prevents the underflow problem.
double	mean() The mean of distribution.
int	npara() The number of parameters of the distribution.
double	p(double x) The probability density function for continuous distribution or probability mass function for discrete distribution at x.
double	quantile(double p) The quantile, the probability to the left of quantile is p.
double	rand() Generates a random number following this distribution.
double	sd() The standard deviation of distribution.
java.lang.String	toString()
double	var() The variance of distribution.

Methods inherited from class smile.stat.distribution.AbstractDistribution

likelihood, logLikelihood

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

LogNormalDistribution

public LogNormalDistribution(double mu,
                             double sigma)

Constructor.

LogNormalDistribution

public LogNormalDistribution(double[] data)

Constructor. Parameter will be estimated from the data by MLE.

Method Detail

getMu

public double getMu()

Returns the parameter mu, which is the mean of normal distribution log(X).

getSigma

public double getSigma()

Returns the parameter sigma, which is the standard deviation of normal distribution log(X).

npara

public int npara()

Description copied from interface: Distribution

The number of parameters of the distribution.

mean

public double mean()

Description copied from interface: Distribution

The mean of distribution.

var

public double var()

Description copied from interface: Distribution

The variance of distribution.

sd

public double sd()

Description copied from interface: Distribution

The standard deviation of distribution.

entropy

public double entropy()

Description copied from interface: Distribution

Shannon entropy of the distribution.

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

rand

public double rand()

Description copied from interface: Distribution

Generates a random number following this distribution.

p

public double p(double x)

Description copied from interface: Distribution

The probability density function for continuous distribution or probability mass function for discrete distribution at x.

logp

public double logp(double x)

Description copied from interface: Distribution

The density at x in log scale, which may prevents the underflow problem.

cdf

public double cdf(double x)

Description copied from interface: Distribution

Cumulative distribution function. That is the probability to the left of x.

quantile

public double quantile(double p)

Description copied from interface: Distribution

The quantile, the probability to the left of quantile is p. It is actually the inverse of cdf.