Lognormal

Usage

var LogNormal = require( '@stdlib/stats/base/dists/lognormal/ctor' );

LogNormal( [mu, sigma] )

Returns a lognormal distribution object.

var lognormal = new LogNormal();

var mean = lognormal.mean;
// returns ~1.649

By default, mu = 0.0 and sigma = 1.0. To create a distribution having a different mu (location parameter) and sigma (scale parameter), provide the corresponding arguments.

var lognormal = new LogNormal( 2.0, 4.0 );

var mu = lognormal.mean;
// returns ~22026.466

lognormal

A lognormal distribution object has the following properties and methods...

Writable Properties

lognormal.mu

Location parameter of the distribution.

var lognormal = new LogNormal();

var mu = lognormal.mu;
// returns 0.0

lognormal.mu = 3.0;

mu = lognormal.mu;
// returns 3.0

lognormal.sigma

Scale parameter of the distribution. sigma must be a positive number.

var lognormal = new LogNormal( 2.0, 4.0 );

var sigma = lognormal.sigma;
// returns 4.0

lognormal.sigma = 3.0;

sigma = lognormal.sigma;
// returns 3.0

Computed Properties

LogNormal.prototype.entropy

Returns the differential entropy.

var lognormal = new LogNormal( 4.0, 12.0 );

var entropy = lognormal.entropy;
// returns ~7.904

LogNormal.prototype.kurtosis

Returns the excess kurtosis.

var lognormal = new LogNormal( 4.0, 12.0 );

var kurtosis = lognormal.kurtosis;
// returns 1.4243659274306933e+250

LogNormal.prototype.mean

Returns the expected value.

var lognormal = new LogNormal( 4.0, 12.0 );

var mu = lognormal.mean;
// returns 1.0148003881138887e+33

LogNormal.prototype.median

Returns the median.

var lognormal = new LogNormal( 4.0, 12.0 );

var median = lognormal.median;
// returns ~54.598

LogNormal.prototype.mode

Returns the mode.

var lognormal = new LogNormal( 4.0, 12.0 );

var mode = lognormal.mode;
// returns 1.580420060273613e-61

LogNormal.prototype.skewness

Returns the skewness.

var lognormal = new LogNormal( 4.0, 12.0 );

var skewness = lognormal.skewness;
// returns 6.421080152185613e+93

LogNormal.prototype.stdev

Returns the standard deviation.

var lognormal = new LogNormal( 4.0, 12.0 );

var s = lognormal.stdev;
// returns 1.886180808490652e+64

LogNormal.prototype.variance

Returns the variance.

var lognormal = new LogNormal( 4.0, 12.0 );

var s2 = lognormal.variance;
// returns 3.55767804231845e+128

Methods

LogNormal.prototype.cdf( x )

Evaluates the cumulative distribution function (CDF).

var lognormal = new LogNormal( 2.0, 4.0 );

var y = lognormal.cdf( 0.5 );
// returns ~0.25

LogNormal.prototype.logcdf( x )

Evaluates the natural logarithm of the cumulative distribution function (CDF).

var lognormal = new LogNormal( 0.0, 1.0 );

var y = lognormal.logcdf( 2.0 );
// returns ~-0.2799

LogNormal.prototype.logpdf( x )

Evaluates the natural logarithm of the probability density function (PDF).

var lognormal = new LogNormal( 2.0, 4.0 );

var y = lognormal.logpdf( 2.0 );
// returns ~-3.052

LogNormal.prototype.pdf( x )

Evaluates the probability density function (PDF).

var lognormal = new LogNormal( 2.0, 4.0 );

var y = lognormal.pdf( 2.0 );
// returns ~0.047

LogNormal.prototype.quantile( p )

Evaluates the quantile function at probability p.

var lognormal = new LogNormal( 2.0, 4.0 );

var y = lognormal.quantile( 0.5 );
// returns ~7.389

y = lognormal.quantile( 1.9 );
// returns NaN