umontreal.iro.lecuyer.probdist

Class LognormalDistFromMoments

java.lang.Object

umontreal.iro.lecuyer.probdist.ContinuousDistribution

umontreal.iro.lecuyer.probdist.LognormalDist

umontreal.iro.lecuyer.probdist.LognormalDistFromMoments

All Implemented Interfaces:

Distribution

public class LognormalDistFromMoments
extends LognormalDist

Extends the LognormalDist class with a constructor accepting the mean m and the variance v of the distribution as arguments. The mean and variance of a lognormal random variable with parameters μ and σ are e^μ+σ2/2 and e^2μ+σ2(e^σ2 - 1) respectively, so the parameters are given by σ = ((v/m^2+1))^1/2 and μ = ln(m) - σ²/2.

Field Summary

Fields inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

decPrec

Constructor Summary

Constructors

Constructor and Description
LognormalDistFromMoments(double mean, double var)

Method Summary

Methods inherited from class umontreal.iro.lecuyer.probdist.LognormalDist

barF, barF, cdf, cdf, density, density, getInstanceFromMLE, getMaximumLikelihoodEstimate, getMean, getMean, getMLE, getMu, getParams, getSigma, getStandardDeviation, getStandardDeviation, getVariance, getVariance, inverseF, inverseF, setParams, toString

Methods inherited from class umontreal.iro.lecuyer.probdist.ContinuousDistribution

getXinf, getXsup, inverseBisection, inverseBrent, setXinf, setXsup

Methods inherited from class java.lang.Object

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

Constructor Detail

LognormalDistFromMoments

public LognormalDistFromMoments(double mean,
                        double var)