net.sf.doodleproject.numerics4j.statistics.distribution
Class LogNormalDistribution

java.lang.Object
  net.sf.doodleproject.numerics4j.statistics.distribution.ContinuousDistribution
      net.sf.doodleproject.numerics4j.statistics.distribution.LogNormalDistribution

All Implemented Interfaces:

Distribution

public class LogNormalDistribution
extends ContinuousDistribution

The Log Normal distribution.

References:

1. Eric W. Weisstein. "Log Normal Distribution." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/LogNormalDistribution.html

Since:

1.2

Version:

$Revision: 1.2 $ $Date: 2007/10/25 04:44:10 $

Constructor Summary

LogNormalDistribution()
Default constructor.

LogNormalDistribution(double m, double s)
Create a distribution with the given mean and standard deviation.

Method Summary

double	cumulativeProbability(double x) The CDF for this distribution.
double	getMean() Access the mean.
double	getStandardDeviation() Access the standard deviation.
double	inverseCumulativeProbability(double p) The inverse CDF for this distribution.
void	setMean(double m) Modify the mean.
void	setStandardDeviation(double std) Modify the standard deviation.

Methods inherited from class net.sf.doodleproject.numerics4j.statistics.distribution.ContinuousDistribution

findInverseCumulativeProbability

Methods inherited from class java.lang.Object

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

Constructor Detail

LogNormalDistribution

public LogNormalDistribution()

Default constructor. Mean is set to zero and standard deviation is set to one.

LogNormalDistribution

public LogNormalDistribution(double m,
                             double s)

Create a distribution with the given mean and standard deviation.

Parameters:

m - the mean.

s - the standard deviation.

Method Detail

cumulativeProbability

public double cumulativeProbability(double x)
                             throws NumericException

The CDF for this distribution. This method returns P(X < x).

Specified by:

cumulativeProbability in class ContinuousDistribution

Parameters:

x - the value at which the CDF is evaluated.

Returns:

CDF for this distribution.

Throws:

NumericException - if the cumulative probability can not be computed.

getMean

public double getMean()

Access the mean.

Returns:

the mean.

getStandardDeviation

public double getStandardDeviation()

Access the standard deviation.

Returns:

the standard deviation.

inverseCumulativeProbability

public double inverseCumulativeProbability(double p)
                                    throws NumericException

The inverse CDF for this distribution. This method returns x such that, P(X < x) = p.

Specified by:

inverseCumulativeProbability in class ContinuousDistribution

Parameters:

p - the cumulative probability.

Returns:

x

Throws:

NumericException - if the inverse cumulative probability can not be computed.

setMean

public void setMean(double m)

Modify the mean.

Parameters:

m - the new mean value.

setStandardDeviation

public void setStandardDeviation(double std)

Modify the standard deviation.

Parameters:

std - The new standard deviation value.