Пример #1
0
    private static void log_normal_truncated_ab_cdf_test()

    //****************************************************************************80
    //
    //  Purpose:
    //
    //    LOG_NORMAL_TRUNCATED_AB_CDF_TEST tests LOG_NORMAL_TRUNCATED_AB_CDF.
    //
    //  Licensing:
    //
    //    This code is distributed under the GNU LGPL license.
    //
    //  Modified:
    //
    //    27 March 2016
    //
    //  Author:
    //
    //    John Burkardt
    //
    {
        int i;
        int seed = 123456789;

        Console.WriteLine("");
        Console.WriteLine("LOG_NORMAL_TRUNCATED_AB_CDF_TEST");
        Console.WriteLine("  LOG_NORMAL_TRUNCATED_AB_CDF evaluates the Log Normal Truncated AB CDF;");
        Console.WriteLine("  LOG_NORMAL_TRUNCATED_AB_CDF_INV inverts the Log Normal Truncated AB CDF.");
        Console.WriteLine("  LOG_NORMAL_TRUNCATED_AB_PDF evaluates the Log Normal Truncated AB PDF;");

        double mu    = 0.5;
        double sigma = 3.0;
        double a     = Math.Exp(mu);
        double b     = Math.Exp(mu + 2.0 * sigma);

        Console.WriteLine("");
        Console.WriteLine("  PDF parameter MU =     " + mu + "");
        Console.WriteLine("  PDF parameter SIGMA =  " + sigma + "");
        Console.WriteLine("  PDF parameter A =      " + a + "");
        Console.WriteLine("  PDF parameter B =      " + b + "");

        if (!PDF.log_normal_truncated_ab_check(mu, sigma, a, b))
        {
            Console.WriteLine("");
            Console.WriteLine("LOG_NORMAL_TRUNCATED_AB_CDF_TEST - Fatal error!");
            Console.WriteLine("  The parameters are not legal.");
            return;
        }

        Console.WriteLine("");
        Console.WriteLine("       X            PDF           CDF            CDF_INV");
        Console.WriteLine("");

        for (i = 1; i <= 10; i++)
        {
            double x   = PDF.log_normal_truncated_ab_sample(mu, sigma, a, b, ref seed);
            double pdf = PDF.log_normal_truncated_ab_pdf(x, mu, sigma, a, b);
            double cdf = CDF.log_normal_truncated_ab_cdf(x, mu, sigma, a, b);
            double x2  = CDF.log_normal_truncated_ab_cdf_inv(cdf, mu, sigma, a, b);

            Console.WriteLine("  " + x.ToString(CultureInfo.InvariantCulture).PadLeft(12)
                              + "  " + pdf.ToString(CultureInfo.InvariantCulture).PadLeft(12)
                              + "  " + cdf.ToString(CultureInfo.InvariantCulture).PadLeft(12)
                              + "  " + x2.ToString(CultureInfo.InvariantCulture).PadLeft(12) + "");
        }
    }