[
https://issues.apache.org/jira/browse/MATH-1373?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15336549#comment-15336549
]
Karl D. Gierach commented on MATH-1373:
---------------------------------------
The problem is that in the method shape & scale are simply reversed:
@Override
public double getNumericalMean() {
double s = shape;
return FastMath.exp(scale + (s * s / 2));
}
It should be: FastMath.exp( shape + (scale * scale / 2 ) );
In any case here is a unit test code snippet that illustrates the problem:
var defaultScale = 1.0; // aka variance
var mean = 12.2;
var meanSquared = mean * mean
// compute sigma (log scale) parameter of the lognormal distribution.
// according to formulas on Wikipedia
var logScale =
Math.sqrt(
Math.log( 1.0 + (defaultScale / meanSquared) )
)
var logShape = Math.log( mean /
Math.sqrt( 1.0 + ( defaultScale / meanSquared
) )
)
println( "verifyLogNormalParms(): initializing with: scale/shape=" +
logScale + ", " + logShape )
// parameter order according to api docs: scale shape/location
// here, parameters are reversed, and produce the correct result
var dist = new LogNormalDistribution( logShape, logScale );
var numMean = dist.getNumericalMean()
if( Math.abs( numMean - mean ) > 0.01 ) {
println( "verifyLogNormalParms(): mean is NOT OK: " + numMean )
assertTrue( false )
}
else {
println( "verifyLogNormalParms(): mean is OK: " + numMean )
}
> In LogNormalDistribution.java, it appears shape & scale are
> reversed/mis-labelled.
> ----------------------------------------------------------------------------------
>
> Key: MATH-1373
> URL: https://issues.apache.org/jira/browse/MATH-1373
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.6.1
> Reporter: Karl D. Gierach
> Priority: Minor
> Original Estimate: 1h
> Remaining Estimate: 1h
>
> When I compute the logshape and log scale based on the formulas on
> wikipedia's lognormal distribution page that use empirical mean and variance,
> I found that the getNumericalMean() method was not returning the empirical
> mean.
> However, upon just trying to reverse the shape and scale parameters in the
> constructor proved to fix the problem, and the object then returns the
> correct empirical mean.
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
