Class RandGenJohnson generates random numbers from a Johnson distribution.

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
[SerializableAttribute]
public class RandGenJohnson : RandomNumberGenerator
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class RandGenJohnson _
	Inherits RandomNumberGenerator
Visual C++
[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

See Also