Represents a log-normal distribution.

Namespace: Meta.Numerics.Statistics.Distributions
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 2.1.0.0 (2.1.0.0)

Syntax

            
 C#  Visual Basic  Visual C++  F# 
public sealed class LognormalDistribution : Distribution, 
	IParameterizedDistribution
Public NotInheritable Class LognormalDistribution _
	Inherits Distribution _
	Implements IParameterizedDistribution
public ref class LognormalDistribution sealed : public Distribution, 
	IParameterizedDistribution
[<SealedAttribute>]
type LognormalDistribution =  
    class
        inherit Distribution
        interface IParameterizedDistribution
    end

Members

            
 All Members  Constructors   Properties   Methods  
 Public

 Protected
 Instance

 Static 
 Declared

 Inherited
 XNA Framework Only 

 .NET Compact Framework Only 

 MemberDescription
LognormalDistribution()()()()
Initializes a standard log normal distribution.
LognormalDistribution(Double, Double)
Initializes a log normal distribution.
Equals(Object)
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
ExpectationValue(Func<(Of <<'(Double, Double>)>>))
Computes the expectation value of the given function.
(Inherited from Distribution.)
Finalize()()()()
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.)
GetHashCode()()()()
Serves as a hash function for a particular type.
(Inherited from Object.)
GetRandomValue(Random)
Returns a random value.
(Overrides Distribution..::..GetRandomValue(Random).)
GetType()()()()
Gets the Type of the current instance.
(Inherited from Object.)
InverseLeftProbability(Double)
Returns the point at which the cumulative distribution function attains a given value.
(Overrides Distribution..::..InverseLeftProbability(Double).)
InverseRightProbability(Double)
Returns the point at which the right probability function attains the given value.
(Overrides Distribution..::..InverseRightProbability(Double).)
LeftProbability(Double)
Returns the cumulative probability to the left of (below) the given point.
(Overrides Distribution..::..LeftProbability(Double).)
Mean
Gets the mean of the distribution.
(Overrides Distribution..::..Mean.)
Median
Gets the median of the distribution.
(Overrides Distribution..::..Median.)
MemberwiseClone()()()()
Creates a shallow copy of the current Object.
(Inherited from Object.)
Moment(Int32)
Returns the given moment of the distribution.
(Overrides Distribution..::..Moment(Int32).)
MomentAboutMean(Int32)
Returns the given moment of the distribution, about the mean.
(Overrides Distribution..::..MomentAboutMean(Int32).)
ProbabilityDensity(Double)
Returns the probability density at the given point.
(Overrides Distribution..::..ProbabilityDensity(Double).)
RightProbability(Double)
Return the cumulative probability to the right of (above) the given point.
(Overrides Distribution..::..RightProbability(Double).)
Skewness
Ges the skewness of the distribution.
(Overrides Distribution..::..Skewness.)
StandardDeviation
Gets the standard deviation of the distribution.
(Inherited from Distribution.)
Support
Gets the interval over which the distribution is nonvanishing.
(Overrides Distribution..::..Support.)
ToString()()()()
Returns a String that represents the current Object.
(Inherited from Object.)
Variance
Gets the variance of the distribution.
(Overrides Distribution..::..Variance.)

Remarks

The logrithm of a log-normal distributed variable is distributed normally.

The log-normal distribution is commonly used in financial engineering as a model of stock prices. If the rate of return on an asset is distributed normally, then its price will be distributed log-normally.

Inheritance Hierarchy

System..::..Object
  Meta.Numerics.Statistics.Distributions..::..Distribution
    Meta.Numerics.Statistics.Distributions..::..LognormalDistribution

See Also