/// <summary>Initializes a new instance of the <see cref="MomentCalculator" /> class.
/// </summary>
/// <param name="logNormalDistribution">The log-normal distribution.</param>
internal MomentCalculator(LogNormalDistribution logNormalDistribution)
: base(Int32.MaxValue)
{
Distribution = logNormalDistribution;
m_Mean = Math.Exp(logNormalDistribution.Mu + 0.5 * logNormalDistribution.Sigma * logNormalDistribution.Sigma);
m_Variance = Math.Exp(2 * logNormalDistribution.Mu + logNormalDistribution.Sigma * logNormalDistribution.Sigma);
}
public void GetCdfValue_ResultOfGetInverseCdfValue_InputValue(
[Values(0.0, 0.005, 0.25, 0.5, 0.75, 0.995, 1.0)]
double probability,
[Values(0.0, -1.25, 2.75)]
double mean,
[Values(1.0, 0.25, 1.75)]
double sigma)
{
Assume.That(probability, Is.LessThanOrEqualTo(1.0));
var logNormalDistribution = LogNormalDistribution.Create(mean, sigma);
double expected = probability;
double x = logNormalDistribution.GetInverseCdfValue(probability);
double actual = logNormalDistribution.GetCdfValue(x);
Assert.That(actual, Is.EqualTo(expected).Within(1E-6));
}
/// <summary>Initializes the <see cref="LogNormalDistribution" /> class.
/// </summary>
static LogNormalDistribution()
{
Standard = new LogNormalDistribution(0.0, 1.0);
}
