[
https://issues.apache.org/jira/browse/RNG-166?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Alex Herbert resolved RNG-166.
------------------------------
Fix Version/s: 1.5
Resolution: Fixed
Fixed in commit:
f46c00179c928f14846323caa9eee3e518fe829a
Changed parameter names to mu and sigma for the mean and standard deviation of
the logarithm of the distribution values.
Changed to allow a negative mu parameter.
Note: This change was also applied to the BoxNormalLogNormalSampler.
> LogNormalSampler should allow negative scale (mean of the natural logarithm
> of the distribution values)
> -------------------------------------------------------------------------------------------------------
>
> Key: RNG-166
> URL: https://issues.apache.org/jira/browse/RNG-166
> Project: Commons RNG
> Issue Type: Bug
> Components: sampling
> Affects Versions: 1.4
> Reporter: Alex Herbert
> Priority: Trivial
> Fix For: 1.5
>
>
> The [Log-normal
> distribution|https://en.wikipedia.org/wiki/Log-normal_distribution] is
> defined with respect to the mean and standard deviation of the natural
> logarithm of the distribution values. The mean can be any number in (-inf,
> inf).
> Currently the LogNormalSampler only allows the mean to be in [0, inf).
> The sampler also refers to the parameters as shape and scale. They should be
> updated to:
> * shape -> mu : Mean of the natural logarithm of the distribution values.
> * scale -> sigma : Standard deviation of the natural logarithm of the
> distribution values.
> This bug was discovered when testing the LogNormalDistribution in Commons
> Statistics.
> Note the original distribution in Commons Math 3 allowed a negative mean. The
> parameters in CM3 used the terms shape and scale. These were ported to
> Commons RNG but have been corrected to mu and sigma in Commons Statistics.
> I have verified that if the condition for a positive mean is dropped from the
> LogNormalSampler then the LogNormalDistribution can create a sampler and
> satisfy a chi-squared test on the samples.
>
--
This message was sent by Atlassian Jira
(v8.3.4#803005)
