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JohnsonDistribution Class

Class JohnsonDistribution represents the Johnson system of distributions.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreProbabilityDistribution
    CenterSpace.NMath.CoreJohnsonDistribution

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
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[SerializableAttribute]
public class JohnsonDistribution : ProbabilityDistribution, 
	IRandomVariableMoments

The JohnsonDistribution type exposes the following members.

Constructors
 NameDescription
Public methodJohnsonDistribution Default constructor. Constructs a JohnsonDistribution instance with default shape and location parameters and transformation type.
Public methodJohnsonDistribution(Double, Double, Double, Double, JohnsonTransformationType) Constructs a JohnsonDistribution instance with the given parameters and transformation type.
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Properties
 NameDescription
Public propertyDelta Gets and sets the delta parameter of the Johnson distribution.
Public propertyGamma Gets and sets the gamma parameter of the Johnson distribution.
Public propertyKurtosis Gets the kurtosis, a measure of the degree of peakednesss of the distribution.
Public propertyLambda Gets and sets the lambda parameter of the Johnson distribution.
Public propertyMean Gets the mean of the distribution.
Public propertySkewness Gets the skewness, a measure of the degree of asymmetry of this distribution.
Public propertyType Gets and sets the transformation type of the Johnson distribution.
Public propertyVariance Gets the variance of the distribution.
Public propertyXi Gets and sets the xi parameter of the Johnson distribution.
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Methods
 NameDescription
Public methodCDF Returns the cumulative density function evaluated at a given value.
(Overrides ProbabilityDistributionCDF(Double))
Public methodClone Creates a deep copy of this JohnsonDistribution.
(Overrides ProbabilityDistributionClone)
Public methodStatic memberFit Fits a Johnson distribution to the given data.
Public methodInverseCDF Returns the inverse cumulative density function evaluated at a given value.
(Overrides ProbabilityDistributionInverseCDF(Double))
Protected methodInverseCdfUsingBracket Uses a bracketing method to evaluate the inverse of cumulative distribution functions.
(Inherited from ProbabilityDistribution)
Protected methodInverseDiscreteCdfUsingBracket Uses a bracketing method to evaluate the inverse of cumulative distribution functions for discrete distributions.
(Inherited from ProbabilityDistribution)
Public methodPDF Returns the probability density function evaluated at a given value.
(Overrides ProbabilityDistributionPDF(Double))
Public methodToString Returns a formatted string representation of this distribution.
(Overrides ProbabilityDistributionToString)
Public methodTransform Transforms the given data using this Johnson Distribution.
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Remarks
The Johnson system is:
C#
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z = gamma + delta * log(f(u)), where u = (x - xi) / lambda
where the transformation f() has four possible forms based on the distribution type:
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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.
See Also