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Ticket UUID: 002b9e8e07777425a8ce4a36edec489e24d3818
Title: Wrong Arguments in lognormal distribution
Type: Bug Version:
Submitter: anonymous Created on: 2016-07-15 17:24:55
Subsystem: math :: statistics Assigned To: arjenmarkus
Priority: 5 Medium Severity: Critical
Status: Closed Last Modified: 2016-08-17 07:18:57
Resolution: Fixed Closed By: arjenmarkus
    Closed on: 2016-08-17 07:18:35
Description:
::math::statistics::pdf-lognormal and proc ::math::statistics::cdf-normal 
needs as Argument {mean , varianz and x} and not {mean , stdev, x} !
Because Stdev ist the sqard of Varianz.

if they want to have the stdev as Argument for the lognomal deviation, they need to set sigma to : 

set sigma [expr {sqrt(log(1.0 + $stdev*$stdev /double($mean*$mean)))}]

Best Regards
User Comments: arjenmarkus added on 2016-08-17 07:18:57:
Forgot the type of resolution

arjenmarkus added on 2016-08-17 07:18:35:
This has been solved, note added to the documentation as this has consequences for users. Of course, the new implementation is better as it does what it says it does.

arjenmarkus added on 2016-08-16 18:50:32:
Corrected the code and the tests (the same error was present in the proc random-lognormal).

arjenmarkus added on 2016-08-04 19:41:45:
Hm, I see there are tests already, as there should be, but they do not detect the misinterpretation of the stdev argument. I will have to check that more closely.

arjenmarkus added on 2016-08-03 19:30:42:
You're absolutely right. The argument stdev is used as if it were the variance. The easiest way to solve this is to adapt the actual implementation.