#include <plLogNormal.h>
Inheritance diagram for plLogNormal:
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. |
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.
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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. |