ikr.simlib.distributions.continuous

## Class LognormalDistribution

• All Implemented Interfaces:
ReflectionConstructable, ReflectionConstructable3<SimNode,Parameters,RandomNumberGenerator>

public class LognormalDistribution
extends ContinuousDistribution
Lognormal Distribution
Meaning: Distribution of $$T = exp(Z)$$, if $$Z$$ is normally distributed with the parameters $$\mu$$ and $$\sigma^2$$. Limit distribution of the product of many independent random variables with arbitrary statistical characteristics if the contribution of a single random variable remains very small. In its form similar to a gamma or Weibull distribution- $$\mu$$ (mean value of $$Z$$) $$\sigma > 0$$ (standart deviation of $$Z$$) Alternative parameters mean value and coefficient of variation: $$\mu = ln(\frac{E[T]}{\sqrt{1+c_T^2}})$$ $$\sigma = \sqrt{ln(1+c_T^2)}$$ $$P(T=t) = f(t) = \frac{1}{\sqrt{2\pi} \sigma \cdot t} \cdot exp( -\frac{(ln t -\mu)^2}{2 \sigma^2} ) \mbox{ for } t>0$$ No closed form $$E[T]= exp(\mu + \frac{\sigma^2}{2})$$ $$VAR[T]= exp(2 \mu + \sigma^2) \cdot (exp(\sigma^2) -1)$$ $$c_T= \sqrt{exp(\sigma^2) -1}$$  [...].Distribution = Lognormal [...].Distribution.My = 0.11 [...].Distribution.Sigma = 1.27  or with the mean value and variation coefficient:  [...].Distribution.Mean = 2.5 [...].Distribution.CoefficientOfVariation = 2.0 
• ### Field Summary

Fields
Modifier and Type Field and Description
NormalDistribution baseDist
double my
double sigmaSquare
• ### Fields inherited from class ikr.simlib.distributions.Distribution

rng
• ### Fields inherited from interface ikr.simlib.parameters.reflection.ReflectionConstructable

CREATE_INSTANCE_METHOD_NAME
• ### Constructor Summary

Constructors
Constructor and Description
LognormalDistribution(double my, double sigma)
LognormalDistribution(double my, double sigma, RandomNumberGenerator rng)
• ### Method Summary

Methods
Modifier and Type Method and Description
static LognormalDistribution createInstance(SimNode ownNode, Parameters pars, RandomNumberGenerator rng)
double next()
Create random numbers
• ### Methods inherited from class ikr.simlib.distributions.Distribution

getDefaultRNG, getRandomNumberGenerator, reset
• ### Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• ### Field Detail

• #### baseDist

public final NormalDistribution baseDist
• #### my

public final double my
• #### sigmaSquare

public final double sigmaSquare
• ### Constructor Detail

• #### LognormalDistribution

public LognormalDistribution(double my,
double sigma,
RandomNumberGenerator rng)
• #### LognormalDistribution

public LognormalDistribution(double my,
double sigma)
• ### Method Detail

• #### createInstance

public static LognormalDistribution createInstance(SimNode ownNode,
Parameters pars,
RandomNumberGenerator rng)
• #### next

public double next()
Description copied from class: ContinuousDistribution
Create random numbers
Specified by:
next in class ContinuousDistribution