[Numpy-discussion] numpy.random selection from a loglogistic distribution?

josef.pktd at gmail.com josef.pktd at gmail.com
Mon Jun 16 14:05:00 EDT 2014


On Mon, Jun 16, 2014 at 1:38 PM, Liz VanWormer <evanwormer at ucdavis.edu> wrote:
> Dear all,
>
> I'm a novice Python user, and I need to draw random variables from a
> loglogistic distribution. I've used the numpy.random command in the past to
> select variables from supported distributions (beta, normal, lognormal,
> etc). Is there a way to add in a distribution to be used with the
> numpy.random command?

You or someone can add new distribution for numpy.random.

However, scipy has the fisk distribution which according to wikipedia
is the same as log-logistic.
fisk is implemented as a special case of burr and has an explicit
inverse cdf (ppf)

So using fisk.rvs should be reasonably fast for vectorized calls,
since the overhead is much larger than for numpy.random functions.

http://en.wikipedia.org/wiki/Log-logistic_distribution

to make distribution names more fun:
Wikipedia:"generalized log-logistic distribution"  "These include the
Burr Type XII distribution (also known as the Singh-Maddala
distribution) "

Josef

>
> Thank you for your insight,
> Liz
>
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