[scikit-learn] Fitting Lognormal Distribution

Warren Weckesser warren.weckesser at gmail.com
Fri May 27 09:53:58 EDT 2016


On Fri, May 27, 2016 at 2:08 AM, Startup Hire <blrstartuphire at gmail.com>
wrote:

> Hi,
>
> @ Warren: I was thinking of using federico method as its quite simple. I
> know the mu and sigma of log(values) and I need to plot a normal
> distribution based on that. Anything inaccurate in doing that?
>
>

Getting mu and sigma from log(values) is fine.  That's one of the three
methods (the one labeled "Explicit formula") that I included in this
answer:
http://stackoverflow.com/questions/15630647/fitting-lognormal-distribution-using-scipy-vs-matlab/15632937#15632937

Warren



> @ Sebastian: Thanks for your suggestion. I got to know more about powerlaw
> distributions.  But, I dont think my values have a long tail. do you think
> it is still relevant? What are the potential applications of the same?
>
> Thanks & Regards,
> Sanant
>
> On Thu, May 26, 2016 at 7:50 PM, Sebastian Benthall <sbenthall at gmail.com>
> wrote:
>
>> You may also be interested in the 'powerlaw' Python package, which
>> detects the tail cutoff.
>> On May 26, 2016 5:46 AM, "Warren Weckesser" <warren.weckesser at gmail.com>
>> wrote:
>>
>>>
>>>
>>> On Thu, May 26, 2016 at 2:08 AM, Startup Hire <blrstartuphire at gmail.com>
>>> wrote:
>>>
>>>> Hi all,
>>>>
>>>> Hope you are doing good.
>>>>
>>>> I am working on a project where I need to do the following things:
>>>>
>>>> 1. I need to fit a lognormal distribution to a set of values [I know
>>>> its lognormal by a simple XY scatter plot in excel]
>>>>
>>>>
>>>
>>> The probability distributions in scipy have a fit() method, and
>>> scipy.stats.lognorm implements the log-normal distribution (
>>> http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.lognorm.html)
>>> so you can use scipy.lognorm.fit().  See, for example,
>>> http://stackoverflow.com/questions/26406056/a-lognormal-distribution-in-python
>>> or http://stackoverflow.com/
>>> /questions/15630647/fitting-lognormal-distribution-using-scipy-vs-matlab
>>>
>>> Warren
>>>
>>>
>>>
>>>> 2. I need to find the intersection of the lognormal distribution so
>>>> that I can decide cut-off values based on that.
>>>>
>>>>
>>>> Can you guide me on (1) and (2) can be achieved in python?
>>>>
>>>> Regards,
>>>> Sanant
>>>>
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>>>>
>>>>
>>>
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>
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