Statistics.LogNormalFit Method

Overload List

#	Signature	Description
1	procedure LogNormalFit(const X: TVec; out mu: Double; out sigma: Double);	Calculate parameters for log-normally distributed values.
2	procedure LogNormalFit(const X: TVec; out mu: Double; out sigma: Double; var PCIMu: TDoubleArray; var PCISigma: TDoubleArray; Alpha: Double);	Calculate parameters for log-normally distributed values.

Overload 1: procedure LogNormalFit(const X: TVec; out mu: Double; out sigma: Double);

Calculate parameters for log-normally distributed values.

#	Name	Type
1	X	TVec
2	mu	Double
3	sigma	Double

Result: stored in self (calling object)

Examples

Uses StatRandom, Statistics, MtxExpr;
procecure Example;
var Data :Vector;
mu,sigma: double;
MuCI, SigmaCI : TTwoElmReal;
begin
    Data.Size(100);
    RandomLogNormal(3,0.2,Data);
    LogNormalFit(Data,mu,sigma,MuCI,SigmaCI);
    // mu approx 3.0
    // sigma approx 0.2
end;

Overload 2: procedure LogNormalFit(const X: TVec; out mu: Double; out sigma: Double; var PCIMu: TDoubleArray; var PCISigma: TDoubleArray; Alpha: Double);

Calculate parameters for log-normally distributed values.

#	Name	Description
1	X	Stores data which is assumed to be log-normaly distributed.
2	mu	Return log-normal distribution parameter estimator M u.
3	sigma	Return log-normal distribution parameter estimator Sigma.
4	PCIMu	Mu (1-Alpha)*100 percent confidence interval.
5	PCISigma	Sigma (1-Alpha)*100 percent confidence interval.
6	Alpha	Confidence interval percentage.

Result: stored in self (calling object)

See Also: StatRandom.RandomLogNormal