1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45
|
Distribution class=LogNormal name=LogNormal dimension=1 muLog=-1 sigmaLog=1.5 gamma=-0.5
Distribution LogNormal(muLog = -1, sigmaLog = 1.5, gamma = -0.5)
Elliptical = False
Continuous = True
oneRealization= class=NumericalPoint name=Unnamed dimension=1 values=[0.416038]
oneSample first= class=NumericalPoint name=Unnamed dimension=1 values=[-0.444936] last= class=NumericalPoint name=Unnamed dimension=1 values=[3.12047]
mean= class=NumericalPoint name=Unnamed dimension=1 values=[0.609446]
covariance= class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[8.23002]
Kolmogorov test for the generator, sample size= 100 is accepted
Kolmogorov test for the generator, sample size= 1000 is accepted
Point= class=NumericalPoint name=Unnamed dimension=1 values=[1]
ddf = class=NumericalPoint name=Unnamed dimension=1 values=[-0.12381]
ddf (FD)= class=NumericalPoint name=Unnamed dimension=1 values=[-0.12381]
log pdf=-2.168831
pdf =0.114311
pdf (FD)=0.114311
cdf=0.825615
ccdf=0.174385
characteristic function= (0.74087680493-0.0157786395662j)
pdf gradient = class=NumericalPoint name=Unnamed dimension=3 values=[0.0714046,-0.00930299,0.12381]
pdf gradient (FD)= class=NumericalPoint name=Unnamed dimension=3 values=[0.0714046,-0.00930299,0.12381]
cdf gradient = class=NumericalPoint name=Unnamed dimension=3 values=[-0.171467,-0.16066,-0.114311]
cdf gradient (FD)= class=NumericalPoint name=Unnamed dimension=3 values=[-0.171467,-0.16066,-0.114311]
quantile= class=NumericalPoint name=Unnamed dimension=1 values=[3.83742]
cdf(quantile)=0.950000
mean= class=NumericalPoint name=Unnamed dimension=1 values=[0.633148]
standard deviation= class=NumericalPoint name=Unnamed dimension=1 values=[3.30128]
skewness= class=NumericalPoint name=Unnamed dimension=1 values=[33.468]
kurtosis= class=NumericalPoint name=Unnamed dimension=1 values=[10078.3]
covariance= class=CovarianceMatrix dimension=1 implementation=class=MatrixImplementation name=Unnamed rows=1 columns=1 values=[10.8985]
parameters= [class=NumericalPointWithDescription name=marginal 1 dimension=3 description=[muLog,sigmaLog,gamma] values=[-1,1.5,-0.5]]
standard moment n= 0 value= [1]
standard moment n= 1 value= [1.13315]
standard moment n= 2 value= [12.1825]
standard moment n= 3 value= [1242.65]
standard moment n= 4 value= [1.2026e+06]
standard moment n= 5 value= [1.10423e+10]
Standard representative= LogNormal(muLog = -1, sigmaLog = 1.5, gamma = 0)
mu=0.633148
sigma=3.301283
muLog from (mu, sigma)=-1.000000
sigmaLog from (mu, sigma)=1.500000
sigmaOverMu=5.214074
muLog from (mu, sigmaOverMu)=-1.000000
sigmaLog from (mu, sigmaOverMu)=1.500000
|