/// <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); }