Class RandGenJohnson generates random numbers from a Johnson distribution.
Namespace:
CenterSpace.NMath.CoreAssembly: NMath (in NMath.dll) Version: 5.1.0.0
Syntax
| C# |
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[SerializableAttribute] public class RandGenJohnson : RandomNumberGenerator |
| Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class RandGenJohnson _ Inherits RandomNumberGenerator |
| Visual C++ |
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[SerializableAttribute] public ref class RandGenJohnson : public RandomNumberGenerator |
Remarks
The Johnson system is based on three possible transformations of a normal
random variable--exponential, logistic, and hyperbolic sine--plus the identity
transformation:
X = xi + (lambda * T((z - gamma) / delta))where z is a standard normal random variable, xi and lambda are shape parameters, delta is a scale parameter, gamma is a location parameter, and T is the transformation.
Inheritance Hierarchy
System..::.Object
CenterSpace.NMath.Core..::.RandomNumberGenerator
CenterSpace.NMath.Core..::.RandGenJohnson
CenterSpace.NMath.Core..::.RandomNumberGenerator
CenterSpace.NMath.Core..::.RandGenJohnson