예제 #1
0
        public void ValidateInverseCumulativeDistribution(double mu, double sigma, double x, double f)
        {
            var n = new LogNormal(mu, sigma);

            AssertHelpers.AlmostEqual(x, n.InverseCumulativeDistribution(f), 8);
            AssertHelpers.AlmostEqual(x, LogNormal.InvCDF(mu, sigma, f), 8);
        }
예제 #2
0
 public static double LogInv(double p, double mu, double sigma)
 {
     return(LogNormal.InvCDF(mu, sigma, p));
 }