[RNG-166] LogNormalSampler should allow negative scale (mean of the natural logarithm of the distribution values)

• Type: Bug
• Status: Closed
• Priority: Trivial
• Resolution: Fixed
• Affects Version/s: 1.4
• Fix Version/s: 1.5
• Component/s: sampling
• Assignee: Unassigned
• Reporter: Alex Herbert
• Created: 01/Oct/21 10:03
• Updated: 10/Oct/22 11:54
• Resolved: 01/Oct/21 18:32

Description

The Log-normal distribution is defined with respect to the mean and standard deviation of the natural logarithm of the distribution values. The mean can be any number in (-inf, inf).

Currently the LogNormalSampler only allows the mean to be in [0, inf).

The sampler also refers to the parameters as shape and scale. They should be updated to:

• shape -> mu : Mean of the natural logarithm of the distribution values.
• scale -> sigma : Standard deviation of the natural logarithm of the distribution values.

This bug was discovered when testing the LogNormalDistribution in Commons Statistics.

Note the original distribution in Commons Math 3 allowed a negative mean. The parameters in CM3 used the terms shape and scale. These were ported to Commons RNG but have been corrected to mu and sigma in Commons Statistics.

I have verified that if the condition for a positive mean is dropped from the LogNormalSampler then the LogNormalDistribution can create a sampler and satisfy a chi-squared test on the samples.