[SciPy-user] lognormal distribution

[Gary]

Stephen Walton wrote:

> An application question for a change:  I need to produce pseudorandom 
> numbers drawn from a lognormal distribution (see 
> http://www.itl.nist.gov/div898/handbook/eda/section3/eda3669.htm).  
> Does anyone have existing code for this in Numeric or numarray?

It is interesting to me to see this question.

If I understand you correctly, I can say that Speakeasy has what you 
want.  Actually, Speakeasy can produce random numbers from any 
user-defined distribution, even one that is not analytical.    A 
colleague of mine once (in the early '90s) used that capability in 
modeling nuclear scintillation detectors.  He took a *measured* pulse 
height distribution from a PMT and used it to generate random numbers 
that he input into a model of a scintillation crystal.   His "Monte 
Carlo" simulation was 13 lines long. 

I was intrigued by the usefulness of this feature, so I always have my 
eye open to see if any other software package has that capability.   I 
haven't searched exhaustively, but I haven't seen it in Matlab (or 
octave or scilab) or Mathematica or Mathcad.   Or any of the usual 
python packages.

Speakeasy (http://www.speakeasy.com) is a lot like Matlab.  I once spoke 
to the guy who runs Speakeasy, and the story he told me was that 
Speakeasy and Matlab were once one and the same, but split over a 
disagreement on approach:  one faction wanted to enhance flexibility and 
functionality by building .m files on a core of fortran routines, while 
the other faction wanted to optimize speed and performance by building 
lots of fortran components.  The former became Matlab, the latter 
Speakeasy.  I have no idea if this story is true.  Clearly the marketing 
people went with Matlab.  I just check their web site, and they are 
still around.  They had a following in financial circles and it looks 
like they are focused there now.

-gary