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Added: dev/commons/statistics/1.0-RC1/site/xref/org/apache/commons/statistics/distribution/LevyDistribution.html
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+<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
+<html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en">
+<head><meta http-equiv="content-type" content="text/html; charset=UTF-8" />
+<title>LevyDistribution xref</title>
+<link type="text/css" rel="stylesheet" href="../../../../../stylesheet.css" />
+</head>
+<body>
+<div id="overview"><a href="../../../../../../apidocs/org/apache/commons/statistics/distribution/LevyDistribution.html">View Javadoc</a></div><pre>
+<a class="jxr_linenumber" name="L1" href="#L1">1</a> <em class="jxr_comment">/*</em>
+<a class="jxr_linenumber" name="L2" href="#L2">2</a> <em class="jxr_comment"> * Licensed to the Apache Software Foundation (ASF) under one or more</em>
+<a class="jxr_linenumber" name="L3" href="#L3">3</a> <em class="jxr_comment"> * contributor license agreements. See the NOTICE file distributed with</em>
+<a class="jxr_linenumber" name="L4" href="#L4">4</a> <em class="jxr_comment"> * this work for additional information regarding copyright ownership.</em>
+<a class="jxr_linenumber" name="L5" href="#L5">5</a> <em class="jxr_comment"> * The ASF licenses this file to You under the Apache License, Version 2.0</em>
+<a class="jxr_linenumber" name="L6" href="#L6">6</a> <em class="jxr_comment"> * (the "License"); you may not use this file except in compliance with</em>
+<a class="jxr_linenumber" name="L7" href="#L7">7</a> <em class="jxr_comment"> * the License. You may obtain a copy of the License at</em>
+<a class="jxr_linenumber" name="L8" href="#L8">8</a> <em class="jxr_comment"> *</em>
+<a class="jxr_linenumber" name="L9" href="#L9">9</a> <em class="jxr_comment"> * <a href="http://www.apache.org/licenses/LICENSE-2.0" target="alexandria_uri">http://www.apache.org/licenses/LICENSE-2.0</a></em>
+<a class="jxr_linenumber" name="L10" href="#L10">10</a> <em class="jxr_comment"> *</em>
+<a class="jxr_linenumber" name="L11" href="#L11">11</a> <em class="jxr_comment"> * Unless required by applicable law or agreed to in writing, software</em>
+<a class="jxr_linenumber" name="L12" href="#L12">12</a> <em class="jxr_comment"> * distributed under the License is distributed on an "AS IS" BASIS,</em>
+<a class="jxr_linenumber" name="L13" href="#L13">13</a> <em class="jxr_comment"> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</em>
+<a class="jxr_linenumber" name="L14" href="#L14">14</a> <em class="jxr_comment"> * See the License for the specific language governing permissions and</em>
+<a class="jxr_linenumber" name="L15" href="#L15">15</a> <em class="jxr_comment"> * limitations under the License.</em>
+<a class="jxr_linenumber" name="L16" href="#L16">16</a> <em class="jxr_comment"> */</em>
+<a class="jxr_linenumber" name="L17" href="#L17">17</a> <strong class="jxr_keyword">package</strong> org.apache.commons.statistics.distribution;
+<a class="jxr_linenumber" name="L18" href="#L18">18</a>
+<a class="jxr_linenumber" name="L19" href="#L19">19</a> <strong class="jxr_keyword">import</strong> org.apache.commons.numbers.gamma.Erf;
+<a class="jxr_linenumber" name="L20" href="#L20">20</a> <strong class="jxr_keyword">import</strong> org.apache.commons.numbers.gamma.Erfc;
+<a class="jxr_linenumber" name="L21" href="#L21">21</a> <strong class="jxr_keyword">import</strong> org.apache.commons.numbers.gamma.InverseErf;
+<a class="jxr_linenumber" name="L22" href="#L22">22</a> <strong class="jxr_keyword">import</strong> org.apache.commons.numbers.gamma.InverseErfc;
+<a class="jxr_linenumber" name="L23" href="#L23">23</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.UniformRandomProvider;
+<a class="jxr_linenumber" name="L24" href="#L24">24</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.sampling.distribution.LevySampler;
+<a class="jxr_linenumber" name="L25" href="#L25">25</a>
+<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * Implementation of the L&eacute;vy distribution.</em>
+<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * <p>The probability density function of \( X \) is:</em>
+<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * <p>\[ f(x; \mu, c) = \sqrt{\frac{c}{2\pi}}~~\frac{e^{ -\frac{c}{2(x-\mu)}}} {(x-\mu)^{3/2}} \]</em>
+<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> * <p>for \( \mu \) the location,</em>
+<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * \( c &gt; 0 \) the scale, and</em>
+<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> * \( x \in [\mu, \infty) \).</em>
+<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://en.wikipedia.org/wiki/L%C3%A9vy_distribution" target="alexandria_uri">https://en.wikipedia.org/wiki/L%C3%A9vy_distribution</a>">L&eacute;vy distribution (Wikipedia)</a></em>
+<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://mathworld.wolfram.com/LevyDistribution.html" target="alexandria_uri">https://mathworld.wolfram.com/LevyDistribution.html</a>">L&eacute;vy distribution (MathWorld)</a></em>
+<a class="jxr_linenumber" name="L39" href="#L39">39</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L40" href="#L40">40</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">class</strong> <a name="LevyDistribution" href="../../../../../org/apache/commons/statistics/distribution/LevyDistribution.html#LevyDistribution">LevyDistribution</a> <strong class="jxr_keyword">extends</strong> <a name="AbstractContinuousDistribution" href="../../../../../org/apache/commons/statistics/distribution/AbstractContinuousDistribution.html#AbstractContinuousDistribution">AbstractContinuousDistribution</a> {
+<a class="jxr_linenumber" name="L41" href="#L41">41</a> <em class="jxr_javadoccomment">/** 1 / 2(erfc^-1 (0.5))^2. Computed using Matlab's VPA to 30 digits. */</em>
+<a class="jxr_linenumber" name="L42" href="#L42">42</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> HALF_OVER_ERFCINV_HALF_SQUARED = 2.1981093383177324039996779530797;
+<a class="jxr_linenumber" name="L43" href="#L43">43</a> <em class="jxr_javadoccomment">/** Location parameter. */</em>
+<a class="jxr_linenumber" name="L44" href="#L44">44</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> mu;
+<a class="jxr_linenumber" name="L45" href="#L45">45</a> <em class="jxr_javadoccomment">/** Scale parameter. */</em>
+<a class="jxr_linenumber" name="L46" href="#L46">46</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> c;
+<a class="jxr_linenumber" name="L47" href="#L47">47</a> <em class="jxr_javadoccomment">/** Half of c (for calculations). */</em>
+<a class="jxr_linenumber" name="L48" href="#L48">48</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> halfC;
+<a class="jxr_linenumber" name="L49" href="#L49">49</a>
+<a class="jxr_linenumber" name="L50" href="#L50">50</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L51" href="#L51">51</a> <em class="jxr_javadoccomment"> * @param mu Location parameter.</em>
+<a class="jxr_linenumber" name="L52" href="#L52">52</a> <em class="jxr_javadoccomment"> * @param c Scale parameter.</em>
+<a class="jxr_linenumber" name="L53" href="#L53">53</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L54" href="#L54">54</a> <strong class="jxr_keyword">private</strong> <a name="LevyDistribution" href="../../../../../org/apache/commons/statistics/distribution/LevyDistribution.html#LevyDistribution">LevyDistribution</a>(<strong class="jxr_keyword">double</strong> mu,
+<a class="jxr_linenumber" name="L55" href="#L55">55</a> <strong class="jxr_keyword">double</strong> c) {
+<a class="jxr_linenumber" name="L56" href="#L56">56</a> <strong class="jxr_keyword">this</strong>.mu = mu;
+<a class="jxr_linenumber" name="L57" href="#L57">57</a> <strong class="jxr_keyword">this</strong>.c = c;
+<a class="jxr_linenumber" name="L58" href="#L58">58</a> <strong class="jxr_keyword">this</strong>.halfC = 0.5 * c;
+<a class="jxr_linenumber" name="L59" href="#L59">59</a> }
+<a class="jxr_linenumber" name="L60" href="#L60">60</a>
+<a class="jxr_linenumber" name="L61" href="#L61">61</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L62" href="#L62">62</a> <em class="jxr_javadoccomment"> * Creates a Levy distribution.</em>
+<a class="jxr_linenumber" name="L63" href="#L63">63</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L64" href="#L64">64</a> <em class="jxr_javadoccomment"> * @param mu Location parameter.</em>
+<a class="jxr_linenumber" name="L65" href="#L65">65</a> <em class="jxr_javadoccomment"> * @param c Scale parameter.</em>
+<a class="jxr_linenumber" name="L66" href="#L66">66</a> <em class="jxr_javadoccomment"> * @return the distribution</em>
+<a class="jxr_linenumber" name="L67" href="#L67">67</a> <em class="jxr_javadoccomment"> * @throws IllegalArgumentException if {@code c <= 0}.</em>
+<a class="jxr_linenumber" name="L68" href="#L68">68</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L69" href="#L69">69</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">static</strong> <a name="LevyDistribution" href="../../../../../org/apache/commons/statistics/distribution/LevyDistribution.html#LevyDistribution">LevyDistribution</a> of(<strong class="jxr_keyword">double</strong> mu,
+<a class="jxr_linenumber" name="L70" href="#L70">70</a> <strong class="jxr_keyword">double</strong> c) {
+<a class="jxr_linenumber" name="L71" href="#L71">71</a> <strong class="jxr_keyword">if</strong> (c <= 0) {
+<a class="jxr_linenumber" name="L72" href="#L72">72</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.NOT_STRICTLY_POSITIVE,
+<a class="jxr_linenumber" name="L73" href="#L73">73</a> c);
+<a class="jxr_linenumber" name="L74" href="#L74">74</a> }
+<a class="jxr_linenumber" name="L75" href="#L75">75</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> <a name="LevyDistribution" href="../../../../../org/apache/commons/statistics/distribution/LevyDistribution.html#LevyDistribution">LevyDistribution</a>(mu, c);
+<a class="jxr_linenumber" name="L76" href="#L76">76</a> }
+<a class="jxr_linenumber" name="L77" href="#L77">77</a>
+<a class="jxr_linenumber" name="L78" href="#L78">78</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L79" href="#L79">79</a> <em class="jxr_javadoccomment"> * Gets the location parameter of this distribution.</em>
+<a class="jxr_linenumber" name="L80" href="#L80">80</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L81" href="#L81">81</a> <em class="jxr_javadoccomment"> * @return the location parameter.</em>
+<a class="jxr_linenumber" name="L82" href="#L82">82</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L83" href="#L83">83</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getLocation() {
+<a class="jxr_linenumber" name="L84" href="#L84">84</a> <strong class="jxr_keyword">return</strong> mu;
+<a class="jxr_linenumber" name="L85" href="#L85">85</a> }
+<a class="jxr_linenumber" name="L86" href="#L86">86</a>
+<a class="jxr_linenumber" name="L87" href="#L87">87</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L88" href="#L88">88</a> <em class="jxr_javadoccomment"> * Gets the scale parameter of this distribution.</em>
+<a class="jxr_linenumber" name="L89" href="#L89">89</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L90" href="#L90">90</a> <em class="jxr_javadoccomment"> * @return the scale parameter.</em>
+<a class="jxr_linenumber" name="L91" href="#L91">91</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L92" href="#L92">92</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getScale() {
+<a class="jxr_linenumber" name="L93" href="#L93">93</a> <strong class="jxr_keyword">return</strong> c;
+<a class="jxr_linenumber" name="L94" href="#L94">94</a> }
+<a class="jxr_linenumber" name="L95" href="#L95">95</a>
+<a class="jxr_linenumber" name="L96" href="#L96">96</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L97" href="#L97">97</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L98" href="#L98">98</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L99" href="#L99">99</a> <em class="jxr_javadoccomment"> * <p>If {@code x} is less than the location parameter then {@code 0} is</em>
+<a class="jxr_linenumber" name="L100" href="#L100">100</a> <em class="jxr_javadoccomment"> * returned, as in these cases the distribution is not defined.</em>
+<a class="jxr_linenumber" name="L101" href="#L101">101</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L102" href="#L102">102</a> @Override
+<a class="jxr_linenumber" name="L103" href="#L103">103</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> density(<strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x) {
+<a class="jxr_linenumber" name="L104" href="#L104">104</a> <strong class="jxr_keyword">if</strong> (x <= mu) {
+<a class="jxr_linenumber" name="L105" href="#L105">105</a> <em class="jxr_comment">// x=mu creates NaN:</em>
+<a class="jxr_linenumber" name="L106" href="#L106">106</a> <em class="jxr_comment">// sqrt(c / 2pi) * exp(-c / 2(x-mu)) / (x-mu)^1.5</em>
+<a class="jxr_linenumber" name="L107" href="#L107">107</a> <em class="jxr_comment">// = F * exp(-inf) * (x-mu)^-1.5 = F * 0 * inf</em>
+<a class="jxr_linenumber" name="L108" href="#L108">108</a> <em class="jxr_comment">// Return 0 for this case.</em>
+<a class="jxr_linenumber" name="L109" href="#L109">109</a> <strong class="jxr_keyword">return</strong> 0;
+<a class="jxr_linenumber" name="L110" href="#L110">110</a> }
+<a class="jxr_linenumber" name="L111" href="#L111">111</a>
+<a class="jxr_linenumber" name="L112" href="#L112">112</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> delta = x - mu;
+<a class="jxr_linenumber" name="L113" href="#L113">113</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> f = halfC / delta;
+<a class="jxr_linenumber" name="L114" href="#L114">114</a> <strong class="jxr_keyword">return</strong> Math.sqrt(f / Math.PI) * Math.exp(-f) / delta;
+<a class="jxr_linenumber" name="L115" href="#L115">115</a> }
+<a class="jxr_linenumber" name="L116" href="#L116">116</a>
+<a class="jxr_linenumber" name="L117" href="#L117">117</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L118" href="#L118">118</a> @Override
+<a class="jxr_linenumber" name="L119" href="#L119">119</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> logDensity(<strong class="jxr_keyword">double</strong> x) {
+<a class="jxr_linenumber" name="L120" href="#L120">120</a> <strong class="jxr_keyword">if</strong> (x <= mu) {
+<a class="jxr_linenumber" name="L121" href="#L121">121</a> <strong class="jxr_keyword">return</strong> Double.NEGATIVE_INFINITY;
+<a class="jxr_linenumber" name="L122" href="#L122">122</a> }
+<a class="jxr_linenumber" name="L123" href="#L123">123</a>
+<a class="jxr_linenumber" name="L124" href="#L124">124</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> delta = x - mu;
+<a class="jxr_linenumber" name="L125" href="#L125">125</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> f = halfC / delta;
+<a class="jxr_linenumber" name="L126" href="#L126">126</a> <strong class="jxr_keyword">return</strong> 0.5 * Math.log(f / Math.PI) - f - Math.log(delta);
+<a class="jxr_linenumber" name="L127" href="#L127">127</a> }
+<a class="jxr_linenumber" name="L128" href="#L128">128</a>
+<a class="jxr_linenumber" name="L129" href="#L129">129</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L130" href="#L130">130</a> @Override
+<a class="jxr_linenumber" name="L131" href="#L131">131</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> cumulativeProbability(<strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x) {
+<a class="jxr_linenumber" name="L132" href="#L132">132</a> <strong class="jxr_keyword">if</strong> (x <= mu) {
+<a class="jxr_linenumber" name="L133" href="#L133">133</a> <strong class="jxr_keyword">return</strong> 0;
+<a class="jxr_linenumber" name="L134" href="#L134">134</a> }
+<a class="jxr_linenumber" name="L135" href="#L135">135</a> <strong class="jxr_keyword">return</strong> Erfc.value(Math.sqrt(halfC / (x - mu)));
+<a class="jxr_linenumber" name="L136" href="#L136">136</a> }
+<a class="jxr_linenumber" name="L137" href="#L137">137</a>
+<a class="jxr_linenumber" name="L138" href="#L138">138</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L139" href="#L139">139</a> @Override
+<a class="jxr_linenumber" name="L140" href="#L140">140</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> survivalProbability(<strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x) {
+<a class="jxr_linenumber" name="L141" href="#L141">141</a> <strong class="jxr_keyword">if</strong> (x <= mu) {
+<a class="jxr_linenumber" name="L142" href="#L142">142</a> <strong class="jxr_keyword">return</strong> 1;
+<a class="jxr_linenumber" name="L143" href="#L143">143</a> }
+<a class="jxr_linenumber" name="L144" href="#L144">144</a> <strong class="jxr_keyword">return</strong> Erf.value(Math.sqrt(halfC / (x - mu)));
+<a class="jxr_linenumber" name="L145" href="#L145">145</a> }
+<a class="jxr_linenumber" name="L146" href="#L146">146</a>
+<a class="jxr_linenumber" name="L147" href="#L147">147</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L148" href="#L148">148</a> @Override
+<a class="jxr_linenumber" name="L149" href="#L149">149</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> inverseCumulativeProbability(<strong class="jxr_keyword">double</strong> p) {
+<a class="jxr_linenumber" name="L150" href="#L150">150</a> ArgumentUtils.checkProbability(p);
+<a class="jxr_linenumber" name="L151" href="#L151">151</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> t = InverseErfc.value(p);
+<a class="jxr_linenumber" name="L152" href="#L152">152</a> <strong class="jxr_keyword">return</strong> mu + halfC / (t * t);
+<a class="jxr_linenumber" name="L153" href="#L153">153</a> }
+<a class="jxr_linenumber" name="L154" href="#L154">154</a>
+<a class="jxr_linenumber" name="L155" href="#L155">155</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L156" href="#L156">156</a> @Override
+<a class="jxr_linenumber" name="L157" href="#L157">157</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> inverseSurvivalProbability(<strong class="jxr_keyword">double</strong> p) {
+<a class="jxr_linenumber" name="L158" href="#L158">158</a> ArgumentUtils.checkProbability(p);
+<a class="jxr_linenumber" name="L159" href="#L159">159</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> t = InverseErf.value(p);
+<a class="jxr_linenumber" name="L160" href="#L160">160</a> <strong class="jxr_keyword">return</strong> mu + halfC / (t * t);
+<a class="jxr_linenumber" name="L161" href="#L161">161</a> }
+<a class="jxr_linenumber" name="L162" href="#L162">162</a>
+<a class="jxr_linenumber" name="L163" href="#L163">163</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L164" href="#L164">164</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L165" href="#L165">165</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L166" href="#L166">166</a> <em class="jxr_javadoccomment"> * <p>The mean is equal to positive infinity.</em>
+<a class="jxr_linenumber" name="L167" href="#L167">167</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L168" href="#L168">168</a> <em class="jxr_javadoccomment"> * @return {@link Double#POSITIVE_INFINITY positive infinity}.</em>
+<a class="jxr_linenumber" name="L169" href="#L169">169</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L170" href="#L170">170</a> @Override
+<a class="jxr_linenumber" name="L171" href="#L171">171</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getMean() {
+<a class="jxr_linenumber" name="L172" href="#L172">172</a> <strong class="jxr_keyword">return</strong> Double.POSITIVE_INFINITY;
+<a class="jxr_linenumber" name="L173" href="#L173">173</a> }
+<a class="jxr_linenumber" name="L174" href="#L174">174</a>
+<a class="jxr_linenumber" name="L175" href="#L175">175</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L176" href="#L176">176</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L177" href="#L177">177</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L178" href="#L178">178</a> <em class="jxr_javadoccomment"> * <p>The variance is equal to positive infinity.</em>
+<a class="jxr_linenumber" name="L179" href="#L179">179</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L180" href="#L180">180</a> <em class="jxr_javadoccomment"> * @return {@link Double#POSITIVE_INFINITY positive infinity}.</em>
+<a class="jxr_linenumber" name="L181" href="#L181">181</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L182" href="#L182">182</a> @Override
+<a class="jxr_linenumber" name="L183" href="#L183">183</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getVariance() {
+<a class="jxr_linenumber" name="L184" href="#L184">184</a> <strong class="jxr_keyword">return</strong> Double.POSITIVE_INFINITY;
+<a class="jxr_linenumber" name="L185" href="#L185">185</a> }
+<a class="jxr_linenumber" name="L186" href="#L186">186</a>
+<a class="jxr_linenumber" name="L187" href="#L187">187</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L188" href="#L188">188</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L189" href="#L189">189</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L190" href="#L190">190</a> <em class="jxr_javadoccomment"> * <p>The lower bound of the support is the {@link #getLocation() location}.</em>
+<a class="jxr_linenumber" name="L191" href="#L191">191</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L192" href="#L192">192</a> <em class="jxr_javadoccomment"> * @return location.</em>
+<a class="jxr_linenumber" name="L193" href="#L193">193</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L194" href="#L194">194</a> @Override
+<a class="jxr_linenumber" name="L195" href="#L195">195</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getSupportLowerBound() {
+<a class="jxr_linenumber" name="L196" href="#L196">196</a> <strong class="jxr_keyword">return</strong> getLocation();
+<a class="jxr_linenumber" name="L197" href="#L197">197</a> }
+<a class="jxr_linenumber" name="L198" href="#L198">198</a>
+<a class="jxr_linenumber" name="L199" href="#L199">199</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L200" href="#L200">200</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L201" href="#L201">201</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L202" href="#L202">202</a> <em class="jxr_javadoccomment"> * <p>The upper bound of the support is always positive infinity.</em>
+<a class="jxr_linenumber" name="L203" href="#L203">203</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L204" href="#L204">204</a> <em class="jxr_javadoccomment"> * @return {@link Double#POSITIVE_INFINITY positive infinity}.</em>
+<a class="jxr_linenumber" name="L205" href="#L205">205</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L206" href="#L206">206</a> @Override
+<a class="jxr_linenumber" name="L207" href="#L207">207</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getSupportUpperBound() {
+<a class="jxr_linenumber" name="L208" href="#L208">208</a> <strong class="jxr_keyword">return</strong> Double.POSITIVE_INFINITY;
+<a class="jxr_linenumber" name="L209" href="#L209">209</a> }
+<a class="jxr_linenumber" name="L210" href="#L210">210</a>
+<a class="jxr_linenumber" name="L211" href="#L211">211</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L212" href="#L212">212</a> @Override
+<a class="jxr_linenumber" name="L213" href="#L213">213</a> <strong class="jxr_keyword">double</strong> getMedian() {
+<a class="jxr_linenumber" name="L214" href="#L214">214</a> <em class="jxr_comment">// Overridden for the probability(double, double) method.</em>
+<a class="jxr_linenumber" name="L215" href="#L215">215</a> <em class="jxr_comment">// This is intentionally not a public method.</em>
+<a class="jxr_linenumber" name="L216" href="#L216">216</a> <em class="jxr_comment">// u + c / 2(erfc^-1 (0.5))^2</em>
+<a class="jxr_linenumber" name="L217" href="#L217">217</a> <strong class="jxr_keyword">return</strong> mu + c * HALF_OVER_ERFCINV_HALF_SQUARED;
+<a class="jxr_linenumber" name="L218" href="#L218">218</a> }
+<a class="jxr_linenumber" name="L219" href="#L219">219</a>
+<a class="jxr_linenumber" name="L220" href="#L220">220</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L221" href="#L221">221</a> @Override
+<a class="jxr_linenumber" name="L222" href="#L222">222</a> <strong class="jxr_keyword">public</strong> ContinuousDistribution.Sampler createSampler(<strong class="jxr_keyword">final</strong> UniformRandomProvider rng) {
+<a class="jxr_linenumber" name="L223" href="#L223">223</a> <em class="jxr_comment">// Levy distribution sampler.</em>
+<a class="jxr_linenumber" name="L224" href="#L224">224</a> <strong class="jxr_keyword">return</strong> LevySampler.of(rng, getLocation(), getScale())::sample;
+<a class="jxr_linenumber" name="L225" href="#L225">225</a> }
+<a class="jxr_linenumber" name="L226" href="#L226">226</a> }
+</pre>
+<hr/>
+<div id="footer">Copyright © 2018–2022 <a href="https://www.apache.org/">The Apache Software Foundation</a>. All rights reserved.</div>
+</body>
+</html>
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@@ -0,0 +1,286 @@
+<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
+<html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en">
+<head><meta http-equiv="content-type" content="text/html; charset=UTF-8" />
+<title>LogNormalDistribution xref</title>
+<link type="text/css" rel="stylesheet" href="../../../../../stylesheet.css" />
+</head>
+<body>
+<div id="overview"><a href="../../../../../../apidocs/org/apache/commons/statistics/distribution/LogNormalDistribution.html">View Javadoc</a></div><pre>
+<a class="jxr_linenumber" name="L1" href="#L1">1</a> <em class="jxr_comment">/*</em>
+<a class="jxr_linenumber" name="L2" href="#L2">2</a> <em class="jxr_comment"> * Licensed to the Apache Software Foundation (ASF) under one or more</em>
+<a class="jxr_linenumber" name="L3" href="#L3">3</a> <em class="jxr_comment"> * contributor license agreements. See the NOTICE file distributed with</em>
+<a class="jxr_linenumber" name="L4" href="#L4">4</a> <em class="jxr_comment"> * this work for additional information regarding copyright ownership.</em>
+<a class="jxr_linenumber" name="L5" href="#L5">5</a> <em class="jxr_comment"> * The ASF licenses this file to You under the Apache License, Version 2.0</em>
+<a class="jxr_linenumber" name="L6" href="#L6">6</a> <em class="jxr_comment"> * (the "License"); you may not use this file except in compliance with</em>
+<a class="jxr_linenumber" name="L7" href="#L7">7</a> <em class="jxr_comment"> * the License. You may obtain a copy of the License at</em>
+<a class="jxr_linenumber" name="L8" href="#L8">8</a> <em class="jxr_comment"> *</em>
+<a class="jxr_linenumber" name="L9" href="#L9">9</a> <em class="jxr_comment"> * <a href="http://www.apache.org/licenses/LICENSE-2.0" target="alexandria_uri">http://www.apache.org/licenses/LICENSE-2.0</a></em>
+<a class="jxr_linenumber" name="L10" href="#L10">10</a> <em class="jxr_comment"> *</em>
+<a class="jxr_linenumber" name="L11" href="#L11">11</a> <em class="jxr_comment"> * Unless required by applicable law or agreed to in writing, software</em>
+<a class="jxr_linenumber" name="L12" href="#L12">12</a> <em class="jxr_comment"> * distributed under the License is distributed on an "AS IS" BASIS,</em>
+<a class="jxr_linenumber" name="L13" href="#L13">13</a> <em class="jxr_comment"> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</em>
+<a class="jxr_linenumber" name="L14" href="#L14">14</a> <em class="jxr_comment"> * See the License for the specific language governing permissions and</em>
+<a class="jxr_linenumber" name="L15" href="#L15">15</a> <em class="jxr_comment"> * limitations under the License.</em>
+<a class="jxr_linenumber" name="L16" href="#L16">16</a> <em class="jxr_comment"> */</em>
+<a class="jxr_linenumber" name="L17" href="#L17">17</a>
+<a class="jxr_linenumber" name="L18" href="#L18">18</a> <strong class="jxr_keyword">package</strong> org.apache.commons.statistics.distribution;
+<a class="jxr_linenumber" name="L19" href="#L19">19</a>
+<a class="jxr_linenumber" name="L20" href="#L20">20</a> <strong class="jxr_keyword">import</strong> org.apache.commons.numbers.gamma.ErfDifference;
+<a class="jxr_linenumber" name="L21" href="#L21">21</a> <strong class="jxr_keyword">import</strong> org.apache.commons.numbers.gamma.Erfc;
+<a class="jxr_linenumber" name="L22" href="#L22">22</a> <strong class="jxr_keyword">import</strong> org.apache.commons.numbers.gamma.InverseErfc;
+<a class="jxr_linenumber" name="L23" href="#L23">23</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.UniformRandomProvider;
+<a class="jxr_linenumber" name="L24" href="#L24">24</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.sampling.distribution.LogNormalSampler;
+<a class="jxr_linenumber" name="L25" href="#L25">25</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.sampling.distribution.ZigguratSampler;
+<a class="jxr_linenumber" name="L26" href="#L26">26</a>
+<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> * Implementation of the log-normal distribution.</em>
+<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * <p>\( X \) is log-normally distributed if its natural logarithm \( \ln(x) \)</em>
+<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * is normally distributed. The probability density function of \( X \) is:</em>
+<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> * <p>\[ f(x; \mu, \sigma) = \frac 1 {x\sigma\sqrt{2\pi\,}} e^{-{\frac 1 2}\left( \frac{\ln x-\mu}{\sigma} \right)^2 } \]</em>
+<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> * <p>for \( \mu \) the mean of the normally distributed natural logarithm of this distribution,</em>
+<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> * \( \sigma &gt; 0 \) the standard deviation of the normally distributed natural logarithm of this</em>
+<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * distribution, and</em>
+<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> * \( x \in (0, \infty) \).</em>
+<a class="jxr_linenumber" name="L39" href="#L39">39</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L40" href="#L40">40</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://en.wikipedia.org/wiki/Log-normal_distribution" target="alexandria_uri">https://en.wikipedia.org/wiki/Log-normal_distribution</a>">Log-normal distribution (Wikipedia)</a></em>
+<a class="jxr_linenumber" name="L41" href="#L41">41</a> <em class="jxr_javadoccomment"> * @see <a href="<a href="https://mathworld.wolfram.com/LogNormalDistribution.html" target="alexandria_uri">https://mathworld.wolfram.com/LogNormalDistribution.html</a>">Log-normal distribution (MathWorld)</a></em>
+<a class="jxr_linenumber" name="L42" href="#L42">42</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L43" href="#L43">43</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">class</strong> <a name="LogNormalDistribution" href="../../../../../org/apache/commons/statistics/distribution/LogNormalDistribution.html#LogNormalDistribution">LogNormalDistribution</a> <strong class="jxr_keyword">extends</strong> <a name="AbstractContinuousDistribution" href="../../../../../org/apache/commons/statistics/distribution/AbstractContinuousDistribution.html#AbstractContinuousDistribution">AbstractContinuousDistribution</a> {
+<a class="jxr_linenumber" name="L44" href="#L44">44</a> <em class="jxr_javadoccomment">/** 0.5 * ln(2 * pi). Computed to 25-digits precision. */</em>
+<a class="jxr_linenumber" name="L45" href="#L45">45</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> HALF_LOG_TWO_PI = 0.9189385332046727417803297;
+<a class="jxr_linenumber" name="L46" href="#L46">46</a> <em class="jxr_javadoccomment">/** &radic;(2 &pi;). */</em>
+<a class="jxr_linenumber" name="L47" href="#L47">47</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">static</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> SQRT2PI = Math.sqrt(2 * Math.PI);
+<a class="jxr_linenumber" name="L48" href="#L48">48</a> <em class="jxr_javadoccomment">/** The mu parameter of this distribution. */</em>
+<a class="jxr_linenumber" name="L49" href="#L49">49</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> mu;
+<a class="jxr_linenumber" name="L50" href="#L50">50</a> <em class="jxr_javadoccomment">/** The sigma parameter of this distribution. */</em>
+<a class="jxr_linenumber" name="L51" href="#L51">51</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> sigma;
+<a class="jxr_linenumber" name="L52" href="#L52">52</a> <em class="jxr_javadoccomment">/** The value of {@code log(sigma) + 0.5 * log(2*PI)} stored for faster computation. */</em>
+<a class="jxr_linenumber" name="L53" href="#L53">53</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> logSigmaPlusHalfLog2Pi;
+<a class="jxr_linenumber" name="L54" href="#L54">54</a> <em class="jxr_javadoccomment">/** Sigma multiplied by sqrt(2). */</em>
+<a class="jxr_linenumber" name="L55" href="#L55">55</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> sigmaSqrt2;
+<a class="jxr_linenumber" name="L56" href="#L56">56</a> <em class="jxr_javadoccomment">/** Sigma multiplied by sqrt(2 * pi). */</em>
+<a class="jxr_linenumber" name="L57" href="#L57">57</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> sigmaSqrt2Pi;
+<a class="jxr_linenumber" name="L58" href="#L58">58</a>
+<a class="jxr_linenumber" name="L59" href="#L59">59</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L60" href="#L60">60</a> <em class="jxr_javadoccomment"> * @param mu Mean of the natural logarithm of the distribution values.</em>
+<a class="jxr_linenumber" name="L61" href="#L61">61</a> <em class="jxr_javadoccomment"> * @param sigma Standard deviation of the natural logarithm of the distribution values.</em>
+<a class="jxr_linenumber" name="L62" href="#L62">62</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L63" href="#L63">63</a> <strong class="jxr_keyword">private</strong> <a name="LogNormalDistribution" href="../../../../../org/apache/commons/statistics/distribution/LogNormalDistribution.html#LogNormalDistribution">LogNormalDistribution</a>(<strong class="jxr_keyword">double</strong> mu,
+<a class="jxr_linenumber" name="L64" href="#L64">64</a> <strong class="jxr_keyword">double</strong> sigma) {
+<a class="jxr_linenumber" name="L65" href="#L65">65</a> <strong class="jxr_keyword">this</strong>.mu = mu;
+<a class="jxr_linenumber" name="L66" href="#L66">66</a> <strong class="jxr_keyword">this</strong>.sigma = sigma;
+<a class="jxr_linenumber" name="L67" href="#L67">67</a> logSigmaPlusHalfLog2Pi = Math.log(sigma) + HALF_LOG_TWO_PI;
+<a class="jxr_linenumber" name="L68" href="#L68">68</a> sigmaSqrt2 = ExtendedPrecision.sqrt2xx(sigma);
+<a class="jxr_linenumber" name="L69" href="#L69">69</a> sigmaSqrt2Pi = sigma * SQRT2PI;
+<a class="jxr_linenumber" name="L70" href="#L70">70</a> }
+<a class="jxr_linenumber" name="L71" href="#L71">71</a>
+<a class="jxr_linenumber" name="L72" href="#L72">72</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L73" href="#L73">73</a> <em class="jxr_javadoccomment"> * Creates a log-normal distribution.</em>
+<a class="jxr_linenumber" name="L74" href="#L74">74</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L75" href="#L75">75</a> <em class="jxr_javadoccomment"> * @param mu Mean of the natural logarithm of the distribution values.</em>
+<a class="jxr_linenumber" name="L76" href="#L76">76</a> <em class="jxr_javadoccomment"> * @param sigma Standard deviation of the natural logarithm of the distribution values.</em>
+<a class="jxr_linenumber" name="L77" href="#L77">77</a> <em class="jxr_javadoccomment"> * @return the distribution</em>
+<a class="jxr_linenumber" name="L78" href="#L78">78</a> <em class="jxr_javadoccomment"> * @throws IllegalArgumentException if {@code sigma <= 0}.</em>
+<a class="jxr_linenumber" name="L79" href="#L79">79</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L80" href="#L80">80</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">static</strong> <a name="LogNormalDistribution" href="../../../../../org/apache/commons/statistics/distribution/LogNormalDistribution.html#LogNormalDistribution">LogNormalDistribution</a> of(<strong class="jxr_keyword">double</strong> mu,
+<a class="jxr_linenumber" name="L81" href="#L81">81</a> <strong class="jxr_keyword">double</strong> sigma) {
+<a class="jxr_linenumber" name="L82" href="#L82">82</a> <strong class="jxr_keyword">if</strong> (sigma <= 0) {
+<a class="jxr_linenumber" name="L83" href="#L83">83</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.NOT_STRICTLY_POSITIVE, sigma);
+<a class="jxr_linenumber" name="L84" href="#L84">84</a> }
+<a class="jxr_linenumber" name="L85" href="#L85">85</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">new</strong> <a name="LogNormalDistribution" href="../../../../../org/apache/commons/statistics/distribution/LogNormalDistribution.html#LogNormalDistribution">LogNormalDistribution</a>(mu, sigma);
+<a class="jxr_linenumber" name="L86" href="#L86">86</a> }
+<a class="jxr_linenumber" name="L87" href="#L87">87</a>
+<a class="jxr_linenumber" name="L88" href="#L88">88</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L89" href="#L89">89</a> <em class="jxr_javadoccomment"> * Gets the {@code mu} parameter of this distribution.</em>
+<a class="jxr_linenumber" name="L90" href="#L90">90</a> <em class="jxr_javadoccomment"> * This is the mean of the natural logarithm of the distribution values,</em>
+<a class="jxr_linenumber" name="L91" href="#L91">91</a> <em class="jxr_javadoccomment"> * not the mean of distribution.</em>
+<a class="jxr_linenumber" name="L92" href="#L92">92</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L93" href="#L93">93</a> <em class="jxr_javadoccomment"> * @return the mu parameter.</em>
+<a class="jxr_linenumber" name="L94" href="#L94">94</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L95" href="#L95">95</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getMu() {
+<a class="jxr_linenumber" name="L96" href="#L96">96</a> <strong class="jxr_keyword">return</strong> mu;
+<a class="jxr_linenumber" name="L97" href="#L97">97</a> }
+<a class="jxr_linenumber" name="L98" href="#L98">98</a>
+<a class="jxr_linenumber" name="L99" href="#L99">99</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L100" href="#L100">100</a> <em class="jxr_javadoccomment"> * Gets the {@code sigma} parameter of this distribution.</em>
+<a class="jxr_linenumber" name="L101" href="#L101">101</a> <em class="jxr_javadoccomment"> * This is the standard deviation of the natural logarithm of the distribution values,</em>
+<a class="jxr_linenumber" name="L102" href="#L102">102</a> <em class="jxr_javadoccomment"> * not the standard deviation of distribution.</em>
+<a class="jxr_linenumber" name="L103" href="#L103">103</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L104" href="#L104">104</a> <em class="jxr_javadoccomment"> * @return the sigma parameter.</em>
+<a class="jxr_linenumber" name="L105" href="#L105">105</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L106" href="#L106">106</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getSigma() {
+<a class="jxr_linenumber" name="L107" href="#L107">107</a> <strong class="jxr_keyword">return</strong> sigma;
+<a class="jxr_linenumber" name="L108" href="#L108">108</a> }
+<a class="jxr_linenumber" name="L109" href="#L109">109</a>
+<a class="jxr_linenumber" name="L110" href="#L110">110</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L111" href="#L111">111</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L112" href="#L112">112</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L113" href="#L113">113</a> <em class="jxr_javadoccomment"> * <p>For {@code mu}, and sigma {@code s} of this distribution, the PDF</em>
+<a class="jxr_linenumber" name="L114" href="#L114">114</a> <em class="jxr_javadoccomment"> * is given by</em>
+<a class="jxr_linenumber" name="L115" href="#L115">115</a> <em class="jxr_javadoccomment"> * <ul></em>
+<a class="jxr_linenumber" name="L116" href="#L116">116</a> <em class="jxr_javadoccomment"> * <li>{@code 0} if {@code x <= 0},</li></em>
+<a class="jxr_linenumber" name="L117" href="#L117">117</a> <em class="jxr_javadoccomment"> * <li>{@code exp(-0.5 * ((ln(x) - mu) / s)^2) / (s * sqrt(2 * pi) * x)}</em>
+<a class="jxr_linenumber" name="L118" href="#L118">118</a> <em class="jxr_javadoccomment"> * otherwise.</li></em>
+<a class="jxr_linenumber" name="L119" href="#L119">119</a> <em class="jxr_javadoccomment"> * </ul></em>
+<a class="jxr_linenumber" name="L120" href="#L120">120</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L121" href="#L121">121</a> @Override
+<a class="jxr_linenumber" name="L122" href="#L122">122</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> density(<strong class="jxr_keyword">double</strong> x) {
+<a class="jxr_linenumber" name="L123" href="#L123">123</a> <strong class="jxr_keyword">if</strong> (x <= 0) {
+<a class="jxr_linenumber" name="L124" href="#L124">124</a> <strong class="jxr_keyword">return</strong> 0;
+<a class="jxr_linenumber" name="L125" href="#L125">125</a> }
+<a class="jxr_linenumber" name="L126" href="#L126">126</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x0 = Math.log(x) - mu;
+<a class="jxr_linenumber" name="L127" href="#L127">127</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x1 = x0 / sigma;
+<a class="jxr_linenumber" name="L128" href="#L128">128</a> <strong class="jxr_keyword">return</strong> Math.exp(-0.5 * x1 * x1) / (sigmaSqrt2Pi * x);
+<a class="jxr_linenumber" name="L129" href="#L129">129</a> }
+<a class="jxr_linenumber" name="L130" href="#L130">130</a>
+<a class="jxr_linenumber" name="L131" href="#L131">131</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L132" href="#L132">132</a> @Override
+<a class="jxr_linenumber" name="L133" href="#L133">133</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> probability(<strong class="jxr_keyword">double</strong> x0,
+<a class="jxr_linenumber" name="L134" href="#L134">134</a> <strong class="jxr_keyword">double</strong> x1) {
+<a class="jxr_linenumber" name="L135" href="#L135">135</a> <strong class="jxr_keyword">if</strong> (x0 > x1) {
+<a class="jxr_linenumber" name="L136" href="#L136">136</a> <strong class="jxr_keyword">throw</strong> <strong class="jxr_keyword">new</strong> <a name="DistributionException" href="../../../../../org/apache/commons/statistics/distribution/DistributionException.html#DistributionException">DistributionException</a>(DistributionException.INVALID_RANGE_LOW_GT_HIGH,
+<a class="jxr_linenumber" name="L137" href="#L137">137</a> x0, x1);
+<a class="jxr_linenumber" name="L138" href="#L138">138</a> }
+<a class="jxr_linenumber" name="L139" href="#L139">139</a> <strong class="jxr_keyword">if</strong> (x0 <= 0) {
+<a class="jxr_linenumber" name="L140" href="#L140">140</a> <strong class="jxr_keyword">return</strong> <strong class="jxr_keyword">super</strong>.probability(x0, x1);
+<a class="jxr_linenumber" name="L141" href="#L141">141</a> }
+<a class="jxr_linenumber" name="L142" href="#L142">142</a> <em class="jxr_comment">// Assumes x1 >= x0 && x0 > 0</em>
+<a class="jxr_linenumber" name="L143" href="#L143">143</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> v0 = (Math.log(x0) - mu) / sigmaSqrt2;
+<a class="jxr_linenumber" name="L144" href="#L144">144</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> v1 = (Math.log(x1) - mu) / sigmaSqrt2;
+<a class="jxr_linenumber" name="L145" href="#L145">145</a> <strong class="jxr_keyword">return</strong> 0.5 * ErfDifference.value(v0, v1);
+<a class="jxr_linenumber" name="L146" href="#L146">146</a> }
+<a class="jxr_linenumber" name="L147" href="#L147">147</a>
+<a class="jxr_linenumber" name="L148" href="#L148">148</a> <em class="jxr_javadoccomment">/** {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L149" href="#L149">149</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L150" href="#L150">150</a> <em class="jxr_javadoccomment"> * <p>See documentation of {@link #density(double)} for computation details.</em>
+<a class="jxr_linenumber" name="L151" href="#L151">151</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L152" href="#L152">152</a> @Override
+<a class="jxr_linenumber" name="L153" href="#L153">153</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> logDensity(<strong class="jxr_keyword">double</strong> x) {
+<a class="jxr_linenumber" name="L154" href="#L154">154</a> <strong class="jxr_keyword">if</strong> (x <= 0) {
+<a class="jxr_linenumber" name="L155" href="#L155">155</a> <strong class="jxr_keyword">return</strong> Double.NEGATIVE_INFINITY;
+<a class="jxr_linenumber" name="L156" href="#L156">156</a> }
+<a class="jxr_linenumber" name="L157" href="#L157">157</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> logX = Math.log(x);
+<a class="jxr_linenumber" name="L158" href="#L158">158</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x0 = logX - mu;
+<a class="jxr_linenumber" name="L159" href="#L159">159</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x1 = x0 / sigma;
+<a class="jxr_linenumber" name="L160" href="#L160">160</a> <strong class="jxr_keyword">return</strong> -0.5 * x1 * x1 - (logSigmaPlusHalfLog2Pi + logX);
+<a class="jxr_linenumber" name="L161" href="#L161">161</a> }
+<a class="jxr_linenumber" name="L162" href="#L162">162</a>
+<a class="jxr_linenumber" name="L163" href="#L163">163</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L164" href="#L164">164</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L165" href="#L165">165</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L166" href="#L166">166</a> <em class="jxr_javadoccomment"> * <p>For {@code mu}, and sigma {@code s} of this distribution, the CDF</em>
+<a class="jxr_linenumber" name="L167" href="#L167">167</a> <em class="jxr_javadoccomment"> * is given by</em>
+<a class="jxr_linenumber" name="L168" href="#L168">168</a> <em class="jxr_javadoccomment"> * <ul></em>
+<a class="jxr_linenumber" name="L169" href="#L169">169</a> <em class="jxr_javadoccomment"> * <li>{@code 0} if {@code x <= 0},</li></em>
+<a class="jxr_linenumber" name="L170" href="#L170">170</a> <em class="jxr_javadoccomment"> * <li>{@code 0} if {@code ln(x) - mu < 0} and {@code mu - ln(x) > 40 * s}, as</em>
+<a class="jxr_linenumber" name="L171" href="#L171">171</a> <em class="jxr_javadoccomment"> * in these cases the actual value is within {@link Double#MIN_VALUE} of 0,</em>
+<a class="jxr_linenumber" name="L172" href="#L172">172</a> <em class="jxr_javadoccomment"> * <li>{@code 1} if {@code ln(x) - mu >= 0} and {@code ln(x) - mu > 40 * s},</em>
+<a class="jxr_linenumber" name="L173" href="#L173">173</a> <em class="jxr_javadoccomment"> * as in these cases the actual value is within {@link Double#MIN_VALUE} of</em>
+<a class="jxr_linenumber" name="L174" href="#L174">174</a> <em class="jxr_javadoccomment"> * 1,</li></em>
+<a class="jxr_linenumber" name="L175" href="#L175">175</a> <em class="jxr_javadoccomment"> * <li>{@code 0.5 + 0.5 * erf((ln(x) - mu) / (s * sqrt(2))} otherwise.</li></em>
+<a class="jxr_linenumber" name="L176" href="#L176">176</a> <em class="jxr_javadoccomment"> * </ul></em>
+<a class="jxr_linenumber" name="L177" href="#L177">177</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L178" href="#L178">178</a> @Override
+<a class="jxr_linenumber" name="L179" href="#L179">179</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> cumulativeProbability(<strong class="jxr_keyword">double</strong> x) {
+<a class="jxr_linenumber" name="L180" href="#L180">180</a> <strong class="jxr_keyword">if</strong> (x <= 0) {
+<a class="jxr_linenumber" name="L181" href="#L181">181</a> <strong class="jxr_keyword">return</strong> 0;
+<a class="jxr_linenumber" name="L182" href="#L182">182</a> }
+<a class="jxr_linenumber" name="L183" href="#L183">183</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> dev = Math.log(x) - mu;
+<a class="jxr_linenumber" name="L184" href="#L184">184</a> <strong class="jxr_keyword">return</strong> 0.5 * Erfc.value(-dev / sigmaSqrt2);
+<a class="jxr_linenumber" name="L185" href="#L185">185</a> }
+<a class="jxr_linenumber" name="L186" href="#L186">186</a>
+<a class="jxr_linenumber" name="L187" href="#L187">187</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L188" href="#L188">188</a> @Override
+<a class="jxr_linenumber" name="L189" href="#L189">189</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> survivalProbability(<strong class="jxr_keyword">double</strong> x) {
+<a class="jxr_linenumber" name="L190" href="#L190">190</a> <strong class="jxr_keyword">if</strong> (x <= 0) {
+<a class="jxr_linenumber" name="L191" href="#L191">191</a> <strong class="jxr_keyword">return</strong> 1;
+<a class="jxr_linenumber" name="L192" href="#L192">192</a> }
+<a class="jxr_linenumber" name="L193" href="#L193">193</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> dev = Math.log(x) - mu;
+<a class="jxr_linenumber" name="L194" href="#L194">194</a> <strong class="jxr_keyword">return</strong> 0.5 * Erfc.value(dev / sigmaSqrt2);
+<a class="jxr_linenumber" name="L195" href="#L195">195</a> }
+<a class="jxr_linenumber" name="L196" href="#L196">196</a>
+<a class="jxr_linenumber" name="L197" href="#L197">197</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L198" href="#L198">198</a> @Override
+<a class="jxr_linenumber" name="L199" href="#L199">199</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> inverseCumulativeProbability(<strong class="jxr_keyword">double</strong> p) {
+<a class="jxr_linenumber" name="L200" href="#L200">200</a> ArgumentUtils.checkProbability(p);
+<a class="jxr_linenumber" name="L201" href="#L201">201</a> <strong class="jxr_keyword">return</strong> Math.exp(mu - sigmaSqrt2 * InverseErfc.value(2 * p));
+<a class="jxr_linenumber" name="L202" href="#L202">202</a> }
+<a class="jxr_linenumber" name="L203" href="#L203">203</a>
+<a class="jxr_linenumber" name="L204" href="#L204">204</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L205" href="#L205">205</a> @Override
+<a class="jxr_linenumber" name="L206" href="#L206">206</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> inverseSurvivalProbability(<strong class="jxr_keyword">double</strong> p) {
+<a class="jxr_linenumber" name="L207" href="#L207">207</a> ArgumentUtils.checkProbability(p);
+<a class="jxr_linenumber" name="L208" href="#L208">208</a> <strong class="jxr_keyword">return</strong> Math.exp(mu + sigmaSqrt2 * InverseErfc.value(2 * p));
+<a class="jxr_linenumber" name="L209" href="#L209">209</a> }
+<a class="jxr_linenumber" name="L210" href="#L210">210</a>
+<a class="jxr_linenumber" name="L211" href="#L211">211</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L212" href="#L212">212</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L213" href="#L213">213</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L214" href="#L214">214</a> <em class="jxr_javadoccomment"> * <p>For \( \mu \) the mean of the normally distributed natural logarithm of</em>
+<a class="jxr_linenumber" name="L215" href="#L215">215</a> <em class="jxr_javadoccomment"> * this distribution, \( \sigma &gt; 0 \) the standard deviation of the normally</em>
+<a class="jxr_linenumber" name="L216" href="#L216">216</a> <em class="jxr_javadoccomment"> * distributed natural logarithm of this distribution, the mean is:</em>
+<a class="jxr_linenumber" name="L217" href="#L217">217</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L218" href="#L218">218</a> <em class="jxr_javadoccomment"> * <p>\[ \exp(\mu + \frac{\sigma^2}{2}) \]</em>
+<a class="jxr_linenumber" name="L219" href="#L219">219</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L220" href="#L220">220</a> @Override
+<a class="jxr_linenumber" name="L221" href="#L221">221</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getMean() {
+<a class="jxr_linenumber" name="L222" href="#L222">222</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> s = sigma;
+<a class="jxr_linenumber" name="L223" href="#L223">223</a> <strong class="jxr_keyword">return</strong> Math.exp(mu + (s * s / 2));
+<a class="jxr_linenumber" name="L224" href="#L224">224</a> }
+<a class="jxr_linenumber" name="L225" href="#L225">225</a>
+<a class="jxr_linenumber" name="L226" href="#L226">226</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L227" href="#L227">227</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L228" href="#L228">228</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L229" href="#L229">229</a> <em class="jxr_javadoccomment"> * <p>For \( \mu \) the mean of the normally distributed natural logarithm of</em>
+<a class="jxr_linenumber" name="L230" href="#L230">230</a> <em class="jxr_javadoccomment"> * this distribution, \( \sigma &gt; 0 \) the standard deviation of the normally</em>
+<a class="jxr_linenumber" name="L231" href="#L231">231</a> <em class="jxr_javadoccomment"> * distributed natural logarithm of this distribution, the variance is:</em>
+<a class="jxr_linenumber" name="L232" href="#L232">232</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L233" href="#L233">233</a> <em class="jxr_javadoccomment"> * <p>\[ [\exp(\sigma^2) - 1)] \exp(2 \mu + \sigma^2) \]</em>
+<a class="jxr_linenumber" name="L234" href="#L234">234</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L235" href="#L235">235</a> @Override
+<a class="jxr_linenumber" name="L236" href="#L236">236</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getVariance() {
+<a class="jxr_linenumber" name="L237" href="#L237">237</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> s = sigma;
+<a class="jxr_linenumber" name="L238" href="#L238">238</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> ss = s * s;
+<a class="jxr_linenumber" name="L239" href="#L239">239</a> <strong class="jxr_keyword">return</strong> Math.expm1(ss) * Math.exp(2 * mu + ss);
+<a class="jxr_linenumber" name="L240" href="#L240">240</a> }
+<a class="jxr_linenumber" name="L241" href="#L241">241</a>
+<a class="jxr_linenumber" name="L242" href="#L242">242</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L243" href="#L243">243</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L244" href="#L244">244</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L245" href="#L245">245</a> <em class="jxr_javadoccomment"> * <p>The lower bound of the support is always 0.</em>
+<a class="jxr_linenumber" name="L246" href="#L246">246</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L247" href="#L247">247</a> <em class="jxr_javadoccomment"> * @return 0.</em>
+<a class="jxr_linenumber" name="L248" href="#L248">248</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L249" href="#L249">249</a> @Override
+<a class="jxr_linenumber" name="L250" href="#L250">250</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getSupportLowerBound() {
+<a class="jxr_linenumber" name="L251" href="#L251">251</a> <strong class="jxr_keyword">return</strong> 0;
+<a class="jxr_linenumber" name="L252" href="#L252">252</a> }
+<a class="jxr_linenumber" name="L253" href="#L253">253</a>
+<a class="jxr_linenumber" name="L254" href="#L254">254</a> <em class="jxr_javadoccomment">/**</em>
+<a class="jxr_linenumber" name="L255" href="#L255">255</a> <em class="jxr_javadoccomment"> * {@inheritDoc}</em>
+<a class="jxr_linenumber" name="L256" href="#L256">256</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L257" href="#L257">257</a> <em class="jxr_javadoccomment"> * <p>The upper bound of the support is always positive infinity.</em>
+<a class="jxr_linenumber" name="L258" href="#L258">258</a> <em class="jxr_javadoccomment"> *</em>
+<a class="jxr_linenumber" name="L259" href="#L259">259</a> <em class="jxr_javadoccomment"> * @return {@link Double#POSITIVE_INFINITY positive infinity}.</em>
+<a class="jxr_linenumber" name="L260" href="#L260">260</a> <em class="jxr_javadoccomment"> */</em>
+<a class="jxr_linenumber" name="L261" href="#L261">261</a> @Override
+<a class="jxr_linenumber" name="L262" href="#L262">262</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> getSupportUpperBound() {
+<a class="jxr_linenumber" name="L263" href="#L263">263</a> <strong class="jxr_keyword">return</strong> Double.POSITIVE_INFINITY;
+<a class="jxr_linenumber" name="L264" href="#L264">264</a> }
+<a class="jxr_linenumber" name="L265" href="#L265">265</a>
+<a class="jxr_linenumber" name="L266" href="#L266">266</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em>
+<a class="jxr_linenumber" name="L267" href="#L267">267</a> @Override
+<a class="jxr_linenumber" name="L268" href="#L268">268</a> <strong class="jxr_keyword">public</strong> ContinuousDistribution.Sampler createSampler(<strong class="jxr_keyword">final</strong> UniformRandomProvider rng) {
+<a class="jxr_linenumber" name="L269" href="#L269">269</a> <em class="jxr_comment">// Log normal distribution sampler.</em>
+<a class="jxr_linenumber" name="L270" href="#L270">270</a> <strong class="jxr_keyword">final</strong> ZigguratSampler.NormalizedGaussian gaussian = ZigguratSampler.NormalizedGaussian.of(rng);
+<a class="jxr_linenumber" name="L271" href="#L271">271</a> <strong class="jxr_keyword">return</strong> LogNormalSampler.of(gaussian, mu, sigma)::sample;
+<a class="jxr_linenumber" name="L272" href="#L272">272</a> }
+<a class="jxr_linenumber" name="L273" href="#L273">273</a> }
+</pre>
+<hr/>
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