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

Liz VanWormer evanwormer at ucdavis.edu
Mon Jun 16 16:23:40 EDT 2014


Dear Josef,

Thank you for the excellent suggestion! Using fisk.rvs fixed the problem.

Best wishes,
Liz


On Mon, Jun 16, 2014 at 1:05 PM, <josef.pktd at gmail.com> wrote:

> 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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> >
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