Class JohnsonDistribution represents the Johnson system of distributions.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
[SerializableAttribute]
public class JohnsonDistribution : ProbabilityDistribution, 
	IRandomVariableMoments
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class JohnsonDistribution _
	Inherits ProbabilityDistribution _
	Implements IRandomVariableMoments
Visual C++
[SerializableAttribute]
public ref class JohnsonDistribution : public ProbabilityDistribution, 
	IRandomVariableMoments

Remarks

The Johnson system is:
CopyC#
z = gamma + delta * log(f(u)), where u = (x - xi) / lambda
where the transformation f() has four possible forms based on the distribution type:
CopyC#
Normal (SN): f(u) = exp(u)
Log Normal (SL): f(u) = u
Unbounded (SU):    f(u) = u + sqrt(1+u^2)
Bounded (SB):    f(u) = u/(1-u)
Use the Fit() method to fit a JohnsonDistribution to data, and the Transform() method to transform data using a distribution object.

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Stats..::.ProbabilityDistribution
    CenterSpace.NMath.Stats..::.JohnsonDistribution

See Also