scipy, lognormal distribution – parameters

by

The distributions in scipy are coded in a generic way wrt two parameter location and scale so that location is the parameter (loc) which shifts the distribution to the left or right, while scale is the parameter which compresses or stretches the distribution.

For the two parameter lognormal distribution, the “mean” and “std dev” correspond to log(scale) and shape (you can let loc=0).

The following illustrates how to fit a lognormal distribution to find the two parameters of interest:

In [56]: import numpy as np

In [57]: from scipy import stats

In [58]: logsample = stats.norm.rvs(loc=10, scale=3, size=1000) # logsample ~ N(mu=10, sigma=3)

In [59]: sample = np.exp(logsample) # sample ~ lognormal(10, 3)

In [60]: shape, loc, scale = stats.lognorm.fit(sample, floc=0) # hold location to 0 while fitting

In [61]: shape, loc, scale
Out[61]: (2.9212650122639419, 0, 21318.029350592606)

In [62]: np.log(scale), shape  # mu, sigma
Out[62]: (9.9673084420467362, 2.9212650122639419)

More Related Contents:

  1. Fitting empirical distribution to theoretical ones with Scipy (Python)?
  2. Multiple linear regression in Python
  3. Compute a confidence interval from sample data
  4. Calculating Pearson correlation and significance in Python
  5. How to plot empirical cdf (ecdf)
  6. What do all the distributions available in scipy.stats look like?
  7. How to calculate the statistics “t-test” with numpy
  8. How to calculate cumulative normal distribution?
  9. T-test in Pandas
  10. Compute a confidence interval from sample data assuming unknown distribution
  11. Computing cross-correlation function?
  12. Sorting arrays in NumPy by column
  13. Moving average or running mean
  14. How to normalize a NumPy array to within a certain range?
  15. Can’t install Scipy through pip
  16. Save / load scipy sparse csr_matrix in portable data format
  17. Find matching rows in 2 dimensional numpy array
  18. Statistics: combinations in Python
  19. Most efficient way to sort an array into bins specified by an index array?
  20. ERROR: Could not build wheels for scipy which use PEP 517 and cannot be installed directly
  21. scipy is not optimizing and returns “Desired error not necessarily achieved due to precision loss”
  22. Directly use Intel mkl library on Scipy sparse matrix to calculate A dot A.T with less memory
  23. How to share numpy random state of a parent process with child processes?
  24. Fastest pairwise distance metric in python
  25. How to get the indices list of all NaN value in numpy array?
  26. setting spacing between grouped bar plots in matplotlib
  27. Scipy.optimize Inequality Constraint – Which side of the inequality is considered?
  28. Scipy.sparse.csr_matrix: How to get top ten values and indices?
  29. Consecutive, Overlapping Subsets of Array (NumPy, Python)
  30. Understanding scipy deconvolve

Leave a Comment