distributions.Lognormal

Lognormal distribution implementation.

Usage

Source

distributions.Lognormal()

A continuous probability distribution where the logarithm of a random variable is normally distributed. It is useful for modeling variables that are the product of many small independent factors.

This class conforms to the Distribution protocol and provides methods to sample from a lognormal distribution with a specified mean and standard deviation.

Methods

Name Description
__init__() Initialize a lognormal distribution.
normal_moments_from_lognormal() Calculate mu and sigma of the normal distribution underlying
sample() Generate random samples from the lognormal distribution.

__init__()

Initialize a lognormal distribution.

Usage

Source

__init__(mean, stdev, random_seed=None)
Parameters
mean: float

Mean of the lognormal distribution.

stdev: float

Standard deviation of the lognormal distribution.

random_seed: Optional[Union[int, SeedSequence]] = None
A random seed or SeedSequence to reproduce samples. If None, a unique sample sequence is generated.

normal_moments_from_lognormal()

Calculate mu and sigma of the normal distribution underlying

Usage

Source

normal_moments_from_lognormal(m, v)

a lognormal with mean m and variance v.

Parameters
m: float

Mean of lognormal distribution.

v: float
Variance of lognormal distribution.
Returns
Tuple[float, float]
The mu and sigma parameters of the underlying normal distribution.
Notes

Formula source: https://blogs.sas.com/content/iml/2014/06/04/simulate-lognormal-data- with-specified-mean-and-variance.html

sample()

Generate random samples from the lognormal distribution.

Usage

Source

sample(size=None)
Parameters
size: Optional[Union[int, Tuple[int, …]]] = None
The number/shape of samples to generate:
  • If None: returns a single sample as a float
  • If int: returns a 1-D array with that many samples
  • If tuple of ints: returns an array with that shape
Returns
Union[float, NDArray[np.float64]]
Random samples from the lognormal distribution:
  • A single float when size is None
  • A numpy array of floats with shape determined by size parameter