Package com.opttek.optquest

Class COptQuestLogNormalRandomVariable

java.lang.Object

com.opttek.optquest.COptQuestVariable

com.opttek.optquest.COptQuestUserControlledVariable

com.opttek.optquest.COptQuestLogNormalRandomVariable

public class COptQuestLogNormalRandomVariable
extends COptQuestUserControlledVariable

A random variable with a log-normal distribution: a value whose logarithm has a normal distribution. Its value is positive. shape and scale must both be greater than 0:

• shape is the standard deviation of the logarithm of the value.
• scale is the median of the value. The logarithm of scale is the mean of the logarithm of the value.

The mean of the value is scale * exp(shape^2 / 2).

The engine draws a new value at the start of every replication. The probability distribution is COptQuestLogNormalDistribution.

See Also:

• OptQuestModel.AddLogNormalRandomVariable(String, double, double)
• COptQuestLogNormalDistribution

Constructor Summary

Constructors

Constructor	Description
COptQuestLogNormalRandomVariable(String name, double shape, double scale)	Constructs a new log-normal random variable with the specified name, shape, and scale parameters.

Method Summary

Methods inherited from class com.opttek.optquest.COptQuestUserControlledVariable

GetReplicationStatistic, GetReplicationStatisticValue, SetExclusiveRange, SetLowerBound, SetReplicationStatistic, SetUpperBound

Methods inherited from class com.opttek.optquest.COptQuestVariable

equals, GetDOELowerBound, GetDOEUpperBound, GetExclusiveLowerBoundAt, GetExclusiveUpperBoundAt, getID, GetLowerBound, GetName, GetNumberOfExclusiveRanges, GetStepSize, GetSuggestedValue, GetUpperBound, getVarRange, hashCode, isZeroOne, SetName

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Details

COptQuestLogNormalRandomVariable

public COptQuestLogNormalRandomVariable(String name,
 double shape,
 double scale)
                                 throws COptQuestException

Constructs a new log-normal random variable with the specified name, shape, and scale parameters.

Parameters:

name - the name/identifier of this random variable (used for reporting, logging, or display purposes)

shape - the shape parameter, greater than 0: the standard deviation of log(X)

scale - the scale parameter, greater than 0: the median of X, so log(scale) is the mean of log(X)

Throws:

COptQuestException