edu.uah.math.distributions

Class LogNormalDistribution

java.lang.Object

edu.uah.math.distributions.Distribution

edu.uah.math.distributions.LogNormalDistribution

All Implemented Interfaces:

java.io.Serializable

public class LogNormalDistribution
extends Distribution
implements java.io.Serializable

This class models the lognormal distribution with specified parameters. This is the distribution of Y = exp(X) where X has a normal distribution with the parameters.

Version:

August, 2003

Author:

Kyle Siegrist, Dawn Duehring

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static double	C

Fields inherited from class edu.uah.math.distributions.Distribution

CONTINUOUS, DISCRETE, MIXED

Constructor Summary

Constructors

Constructor and Description
LogNormalDistribution() This default constructor creates the standard lognormal distribution.
LogNormalDistribution(double m, double s) This general constructor creates a new lognormal distribution with specified parameters.

Method Summary

Methods

Modifier and Type	Method and Description
double	getCDF(double x) This method computes the cumulative distribution function.
double	getDensity(double x) This method computes the probability density function.
double	getLocation() This method returns the location parameter of ln(Y).
double	getMaxDensity() This method computes the maximum value of the density function.
double	getMean() This method computes the mean of the distribution.
double	getMGF(double t) This method computes the moment generating function.
double	getMoment(double a, int n) This method returns the moment of a specified order about a specified point.
double	getMoment(int n) This method computes the moment of a specified order.
double	getScale() This method gets the scale parameter of ln(Y).
double	getVariance() This method computes the variance of the distribution.
void	setLocation(double m) This method sets the location parameter of ln(Y).
void	setParameters(double m, double s) This method sets the parameters, computes the default domain.
void	setScale(double s) This method sets the scale parameter of ln(Y).
double	simulate() This method simulates a value from the distribution.
java.lang.String	toString() This method returns a string that gives the name of the distribution and the values of the parameters.

Methods inherited from class edu.uah.math.distributions.Distribution

getDomain, getFailureRate, getMedian, getPGF, getQuantile, getSD, getType, setDomain, setDomain

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

C

public static final double C

Constructor Detail

LogNormalDistribution

public LogNormalDistribution(double m,
                     double s)

This general constructor creates a new lognormal distribution with specified parameters.

Parameters:

m - the location parameter of ln(Y)

s - the scale parameter of ln(Y)

LogNormalDistribution

public LogNormalDistribution()

This default constructor creates the standard lognormal distribution.

Method Detail

setParameters

public void setParameters(double m,
                 double s)

This method sets the parameters, computes the default domain.

Parameters:

m - the location parameter of ln(Y)

s - the scale parameter of ln(Y)

getDensity

public double getDensity(double x)

This method computes the probability density function.

Specified by:

getDensity in class Distribution

Parameters:

x - a number in the domain of the distribution [0, ∞)

Returns:

the probability density at x

getMaxDensity

public double getMaxDensity()

This method computes the maximum value of the density function.

Overrides:

getMaxDensity in class Distribution

Returns:

the maximum value of the probability density function

getMean

public double getMean()

This method computes the mean of the distribution.

Overrides:

getMean in class Distribution

Returns:

the mean

getVariance

public double getVariance()

This method computes the variance of the distribution.

Overrides:

getVariance in class Distribution

Returns:

the variance

getMoment

public double getMoment(int n)

This method computes the moment of a specified order.

Overrides:

getMoment in class Distribution

Parameters:

n - the order

Returns:

the moment of order n about 0

getMoment

public double getMoment(double a,
               int n)

This method returns the moment of a specified order about a specified point.

Overrides:

getMoment in class Distribution

Parameters:

n - the order

a - the center

Returns:

the moment of order n about a

getMGF

public double getMGF(double t)

This method computes the moment generating function.

Overrides:

getMGF in class Distribution

Parameters:

t - a real number

Returns:

the moment genrating function at t

simulate

public double simulate()

This method simulates a value from the distribution.

Overrides:

simulate in class Distribution

Returns:

a simulated value from the distribuiton

getLocation

public double getLocation()

This method returns the location parameter of ln(Y).

Returns:

the location parameter

setLocation

public void setLocation(double m)

This method sets the location parameter of ln(Y).

Parameters:

m - the location parameter

getScale

public double getScale()

This method gets the scale parameter of ln(Y).

Returns:

the scale parameter

setScale

public void setScale(double s)

This method sets the scale parameter of ln(Y).

Parameters:

s - the scale parameter

getCDF

public double getCDF(double x)

This method computes the cumulative distribution function.

Overrides:

getCDF in class Distribution

Parameters:

x - a value in the domain of the distribution

Returns:

the cumulative probability at x

toString

public java.lang.String toString()

This method returns a string that gives the name of the distribution and the values of the parameters.

Overrides:

toString in class Distribution

Returns:

a string giving the name of the distribution and the values of the parameters