void LogNormalStat(double Mu, double sigma, double &AMean, double &AVariance, double &ASkewness, double &AKurtosis);
Log-normal distribution moments (mean, variance, skewness, excess kurtosis).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | Mu | double | Location parameter: mean of ln(x), any real value. |
| 2 | sigma | double | Scale parameter: standard deviation of ln(x), real value > 0. |
| 3 | AMean | double & | Returns the mean, = exp(Mu + sigma^2/2). |
| 4 | AVariance | double & | Returns the variance, = (exp(sigma^2)-1) exp(2 Mu + sigma^2). |
| 5 | ASkewness | double & | Returns the skewness, = (exp(sigma^2)+2) sqrt(exp(sigma^2)-1). |
| 6 | AKurtosis | double & | Returns the EXCESS kurtosis, = exp(4 sigma^2)+2 exp(3 sigma^2)+3 exp(2 sigma^2)-6. |
Remarks:
Returns the moments of the log-normal distribution. If sigma <= 0 all four outputs are NAN.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler