numpy.random.RandomState.lognormal¶

RandomState.lognormal(mean=0.0, sigma=1.0, size=None)¶

Return samples drawn from a log-normal distribution.

Draw samples from a log-normal distribution with specified mean, standard deviation, and array shape. Note that the mean and standard deviation are not the values for the distribution itself, but of the underlying normal distribution it is derived from.

Parameters:

Parameters:	mean : float Mean value of the underlying normal distribution sigma : float, > 0. Standard deviation of the underlying normal distribution size : int or tuple of ints, optional Output shape. If the given shape is, e.g., `(m, n, k)`, then `m * n * k` samples are drawn. Default is None, in which case a single value is returned.
Returns:	samples : ndarray or float The desired samples. An array of the same shape as size if given, if size is None a float is returned.

mean : float

Mean value of the underlying normal distribution

sigma : float, > 0.

Standard deviation of the underlying normal distribution

size : int or tuple of ints, optional

Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. Default is None, in which case a single value is returned.

Returns:

samples : ndarray or float

The desired samples. An array of the same shape as size if given, if size is None a float is returned.

See also

scipy.stats.lognorm: probability density function, distribution, cumulative density function, etc.

Notes

A variable x has a log-normal distribution if log(x) is normally distributed. The probability density function for the log-normal distribution is:

$p(x) = \frac{1}{\sigma x \sqrt{2\pi}} e^{(-\frac{(ln(x)-\mu)^2}{2\sigma^2})}$

where $\mu$ is the mean and $\sigma$ is the standard deviation of the normally distributed logarithm of the variable. A log-normal distribution results if a random variable is the product of a large number of independent, identically-distributed variables in the same way that a normal distribution results if the variable is the sum of a large number of independent, identically-distributed variables.

References

Limpert, E., Stahel, W. A., and Abbt, M., “Log-normal Distributions across the Sciences: Keys and Clues,” BioScience, Vol. 51, No. 5, May, 2001. http://stat.ethz.ch/~stahel/lognormal/bioscience.pdf

Reiss, R.D. and Thomas, M., Statistical Analysis of Extreme Values, Basel: Birkhauser Verlag, 2001, pp. 31-32.

Examples

Draw samples from the distribution:

>>> mu, sigma = 3., 1. # mean and standard deviation
>>> s = np.random.lognormal(mu, sigma, 1000)

Display the histogram of the samples, along with the probability density function:

>>> import matplotlib.pyplot as plt
>>> count, bins, ignored = plt.hist(s, 100, normed=True, align='mid')

>>> x = np.linspace(min(bins), max(bins), 10000)
>>> pdf = (np.exp(-(np.log(x) - mu)**2 / (2 * sigma**2))
...        / (x * sigma * np.sqrt(2 * np.pi)))

>>> plt.plot(x, pdf, linewidth=2, color='r')
>>> plt.axis('tight')
>>> plt.show()

Demonstrate that taking the products of random samples from a uniform distribution can be fit well by a log-normal probability density function.

>>> # Generate a thousand samples: each is the product of 100 random
>>> # values, drawn from a normal distribution.
>>> b = []
>>> for i in range(1000):
...    a = 10. + np.random.random(100)
...    b.append(np.product(a))

>>> b = np.array(b) / np.min(b) # scale values to be positive
>>> count, bins, ignored = plt.hist(b, 100, normed=True, align='center')
>>> sigma = np.std(np.log(b))
>>> mu = np.mean(np.log(b))

>>> x = np.linspace(min(bins), max(bins), 10000)
>>> pdf = (np.exp(-(np.log(x) - mu)**2 / (2 * sigma**2))
...        / (x * sigma * np.sqrt(2 * np.pi)))

>>> plt.plot(x, pdf, color='r', linewidth=2)
>>> plt.show()

(Source code)

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