scipy.stats - get a lognormal's underlying mu and sigma
In Python's scipy.stats library, it has a very stylized set of random variable classes, methods, and attributes. Most relate to the distribution itself, e.g., "what is the mean?" or "what is the variance?"
The lognormal distribution is an oddball because the parameters that define it are not the usual parameters for the distribution, but the parameters for a normal distribution that it derives from. Simply put, if X is a normal distribution with mean mu and stdev sigma, Y=e^X is a lognormal that has its own means, mode, variance, stdev, etc.
Does anyone know of a quick or clever way to recover the underlying mu and sigma (of the normal distribution X) via methods or attributes of a 'frozen' RV in scipy.stats?
Since scipy.stats does give the mean, stdev, etc., of the actual lognormal, one could do a lot of algebra and recover it from the standard translations...but the code is likely unmaintainable.
For reference< see:
https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.lognorm.html
and
https://en.wikipedia.org/wiki/Log-normal_distribution
python-3.x scipy
asked Nov 17 '18 at 5:51
eSurfsnakeeSurfsnake
279110
add a comment |
In Python's scipy.stats library, it has a very stylized set of random variable classes, methods, and attributes. Most relate to the distribution itself, e.g., "what is the mean?" or "what is the variance?"
The lognormal distribution is an oddball because the parameters that define it are not the usual parameters for the distribution, but the parameters for a normal distribution that it derives from. Simply put, if X is a normal distribution with mean mu and stdev sigma, Y=e^X is a lognormal that has its own means, mode, variance, stdev, etc.
Does anyone know of a quick or clever way to recover the underlying mu and sigma (of the normal distribution X) via methods or attributes of a 'frozen' RV in scipy.stats?
Since scipy.stats does give the mean, stdev, etc., of the actual lognormal, one could do a lot of algebra and recover it from the standard translations...but the code is likely unmaintainable.
For reference< see:
https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.lognorm.html
and
https://en.wikipedia.org/wiki/Log-normal_distribution
python-3.x scipy
asked Nov 17 '18 at 5:51
eSurfsnakeeSurfsnake
279110
add a comment |
In Python's scipy.stats library, it has a very stylized set of random variable classes, methods, and attributes. Most relate to the distribution itself, e.g., "what is the mean?" or "what is the variance?"
The lognormal distribution is an oddball because the parameters that define it are not the usual parameters for the distribution, but the parameters for a normal distribution that it derives from. Simply put, if X is a normal distribution with mean mu and stdev sigma, Y=e^X is a lognormal that has its own means, mode, variance, stdev, etc.
Does anyone know of a quick or clever way to recover the underlying mu and sigma (of the normal distribution X) via methods or attributes of a 'frozen' RV in scipy.stats?
Since scipy.stats does give the mean, stdev, etc., of the actual lognormal, one could do a lot of algebra and recover it from the standard translations...but the code is likely unmaintainable.
For reference< see:
https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.lognorm.html
and
https://en.wikipedia.org/wiki/Log-normal_distribution
python-3.x scipy
asked Nov 17 '18 at 5:51
eSurfsnakeeSurfsnake
279110
In Python's scipy.stats library, it has a very stylized set of random variable classes, methods, and attributes. Most relate to the distribution itself, e.g., "what is the mean?" or "what is the variance?"
The lognormal distribution is an oddball because the parameters that define it are not the usual parameters for the distribution, but the parameters for a normal distribution that it derives from. Simply put, if X is a normal distribution with mean mu and stdev sigma, Y=e^X is a lognormal that has its own means, mode, variance, stdev, etc.
Does anyone know of a quick or clever way to recover the underlying mu and sigma (of the normal distribution X) via methods or attributes of a 'frozen' RV in scipy.stats?
Since scipy.stats does give the mean, stdev, etc., of the actual lognormal, one could do a lot of algebra and recover it from the standard translations...but the code is likely unmaintainable.
For reference< see:
https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.lognorm.html
and
https://en.wikipedia.org/wiki/Log-normal_distribution
python-3.x scipy
python-3.x scipy
asked Nov 17 '18 at 5:51
eSurfsnakeeSurfsnake
279110
asked Nov 17 '18 at 5:51
eSurfsnakeeSurfsnake
279110
asked Nov 17 '18 at 5:51
eSurfsnakeeSurfsnake
279110
asked Nov 17 '18 at 5:51
eSurfsnakeeSurfsnake
279110
asked Nov 17 '18 at 5:51
eSurfsnakeeSurfsnake
279110
279110
add a comment |
add a comment |
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