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In LogNormalDistribution.java, it appears shape & scale are reversed/mis-labelled. #4

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oleersoy opened this issue Jun 18, 2016 · 1 comment

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@oleersoy
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@oleersoy oleersoy commented Jun 18, 2016

Assuming this affects hipparchus as well:
https://issues.apache.org/jira/browse/MATH-1373

@netomi
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@netomi netomi commented Jun 19, 2016

A quick look shows that the calculations are correct, but the parameters are ill-defined:

  • m is the scale parameter: this is the mean of the normally distributed natural logarithm of this distribution
  • s is the shape parameter: this is the standard deviation of the normally distributed natural logarithm of this distribution.

while it should be:

  • m -> location parameter
  • s -> scale parameter
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