Statistics.LogNormalFit Method ([In] TVec, out double, out double, double[], double[], double)

Calculate parameters for log-normally distributed values.

Syntax

Visual Basic

public static void LogNormalFit([In] TVec X, out double mu, out double sigma, ref double[] PCIMu, ref double[] PCISigma, double Alpha);

Parameters

Parameters	Description
[In] TVec X	Stores data which is assumed to be log-normaly distributed.
out double mu	Return log-normal distribution parameter estimator M u.
out double sigma	Return log-normal distribution parameter estimator Sigma.
ref double[] PCIMu	Mu (1-Alpha)*100 percent confidence interval.
ref double[] PCISigma	Sigma (1-Alpha)*100 percent confidence interval.
double Alpha	Confidence interval percentage.

See Also

RandomLogNormal

Example

The following example generates 100 random log-normally distributed values and then uses NormalFit routine to extract used Mu and Sigma parameters

using Dew.Math; using Dew.Stats; using Dew.Stats.Units; namespace Dew.Examples; { private void Example() { Vector Data = new Vector(0); Data.Size(100, false); StatRandom.RandomLogNormal(3, 0.2, Data, -1); double mu, sigma; double[] MuCI = new double[2]; double[] SigmaCI = new double[2]; Statistics.LogNormalFit(Data, out mu, out sigma, out MuCI, out SigmaCI, 0.05); // mu approx 3.0 // sigma approx 0.2 } }

Group

LogNormalFit Method

Links

Statistics Class, Statistics Members, Dew.Stats.Units Namespace, LogNormalFit Method, Example, See Also

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