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LognormalDistribution Class

Provides generation of lognormal distributed random numbers.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.ProbabilityDistribution
    Altaxo.Calc.ProbabilityContinuousDistribution
      Altaxo.Calc.ProbabilityLognormalDistribution

Namespace: Altaxo.Calc.Probability
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntax
C#
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public class LognormalDistribution : ContinuousDistribution

The LognormalDistribution type exposes the following members.

Constructors
 NameDescription
Public methodLognormalDistribution Initializes a new instance of the LognormalDistribution class, using a StandardGenerator as underlying random number generator.
Public methodLognormalDistribution(Generator) Initializes a new instance of the LognormalDistribution class.
Public methodLognormalDistribution(Double, Double) Initializes a new instance of the LognormalDistribution class.
Public methodLognormalDistribution(Double, Double, Generator) Initializes a new instance of the LognormalDistribution class, using the specified Generator as underlying random number generator.
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Properties
 NameDescription
Public propertyCanReset Gets a value indicating whether the random number distribution can be reset so that it produces the same random number sequence again.
(Inherited from Distribution)
Public propertyGenerator Gets or sets a Generator object that can be used as the underlying random number generator.
(Inherited from Distribution)
Public propertyMaximum Gets the maximum possible value of distributed random numbers.
(Overrides DistributionMaximum)
Public propertyMean Gets the mean of distributed random numbers.
(Overrides DistributionMean)
Public propertyMedian Gets the median of distributed random numbers.
(Overrides DistributionMedian)
Public propertyMinimum Gets the minimum possible value of distributed random numbers.
(Overrides DistributionMinimum)
Public propertyMode Gets the mode of distributed random numbers.
(Overrides DistributionMode)
Public propertyMu Gets or sets the parameter mu which is used for generation of lognormal distributed random numbers.
Public propertySigma Gets or sets the parameter sigma which is used for generation of lognormal distributed random numbers.
Public propertyVariance Gets the variance of distributed random numbers.
(Overrides DistributionVariance)
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Methods
 NameDescription
Public methodCDF(Double) Evaluates the cumulative distribution function (CDF).
(Overrides ContinuousDistributionCDF(Double))
Public methodStatic memberCDF(Double, Double, Double) Computes the cumulative distribution function (CDF) for a lognormal distribution with the given parameters.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodInitialize Initializes this instance with the specified distribution parameters.
Public methodIsValidMu Determines whether the specified value is valid for parameter Mu.
Public methodIsValidSigma Determines whether the specified value is valid for parameter Sigma.
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodNextDouble Returns a distributed floating-point random number.
(Overrides DistributionNextDouble)
Public methodPDF(Double)Calculates the probability density function.
(Overrides ContinuousDistributionPDF(Double))
Public methodStatic memberPDF(Double, Double, Double) Computes the probability density function (PDF) for a lognormal distribution with the given parameters.
Public methodQuantile(Double)Calculates the quantile of the distribution function.
(Overrides ContinuousDistributionQuantile(Double))
Public methodStatic memberQuantile(Double, Double, Double) Computes the quantile (inverse CDF) for a lognormal distribution with the given parameters.
Public methodReset Resets the random number distribution so that it produces the same random number sequence again.
(Inherited from Distribution)
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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Fields
 NameDescription
Protected fieldgenerator Stores a Generator object that can be used as the underlying random number generator.
(Inherited from Distribution)
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Remarks
The implementation of the LognormalDistribution type is based on information presented on Wikipedia - Lognormal distribution and the implementation in the Boost Random Number Library.
C#
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Return log-normal distributed random deviates
with given mean and standard deviation stdev
according to the density function:
                                               2
                    1                (ln x - m)
p   (x) dx =  -------------- exp( - ------------ ) dx  for x > 0
 m,s          sqrt(2 pi x) s               2
                                        2 s

           = 0   otherwise

where  m  and  s  are related to the arguments mean and stdev by:

                       2
                   mean
m = ln ( --------------------- )
                    2      2
         sqrt( stdev + mean  )

                    2      2
               stdev + mean
s = sqrt( ln( -------------- ) )
                       2
                   mean
See Also