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plLogNormal Class Reference

A {plLogNormal} is a one-dimensional probability distribution on a single variable of {plRealType} type. More...

#include <plLogNormal.h>

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Public Member Functions

 plLogNormal (const plVariablesConjunction &V, plFloat sigma, plFloat theta=PL_ZERO, plFloat m=PL_ONE)
 Constructs a {plLogNormal} on the Variable {V}, where {sigma} is the shape parameter,{theta} the location parameter and {m} is the scale parameter.
virtual ~plLogNormal ()
 Destructor.

Detailed Description

A {plLogNormal} is a one-dimensional probability distribution on a single variable of {plRealType} type.

A variable X is said to be lognormally distributed if Y = LN(X) is normally distributed with "LN" denoting the natural logarithm. The general formula for the probability density function of the lognormal distribution is:

p(x) = exp (- (ln( (x-theta)/m) )^2/(2*sigma^2)) / ( (x - theta)*sigma*(2*pi)^(1/2) )

where 'sigma' is the shape parameter,'theta' is the location parameter and 'm' is the scale parameter. The case where theta = 0 and m = 1 is called the standard lognormal distribution. The case where theta equals zero is called the 2-parameter lognormal distribution.

Definition at line 39 of file plLogNormal.h.


Constructor & Destructor Documentation

plLogNormal::plLogNormal const plVariablesConjunction V,
plFloat  sigma,
plFloat  theta = PL_ZERO,
plFloat  m = PL_ONE
 

Constructs a {plLogNormal} on the Variable {V}, where {sigma} is the shape parameter,{theta} the location parameter and {m} is the scale parameter.

The case where theta = 0 and m = 1 is called the standard lognormal distribution. The case where theta equals zero is called the 2-parameter lognormal distribution.


The documentation for this class was generated from the following file:
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