[Numpy-discussion] numpy.random.logseries - incorrect convergence for k=1, k=2

joep josef.pktd@gmail....
Sat Sep 27 13:12:14 CDT 2008

```random numbers generated by numpy.random.logseries do not converge to
theoretical distribution:

for probability paramater pr = 0.8, the random number generator
converges to a
frequency for k=1 at 39.8 %, while the theoretical probability mass is
49.71
k=2 is oversampled, other k's look ok

check frequency of k=1 and k=2 at N =  1000000
0.398406 0.296465
pmf at k = 1 and k=2 with formula
[ 0.4971  0.1988]

for probability paramater pr = 0.3, the results are not as bad, but
still off:
frequency for k=1 at 82.6 %, while the theoretical probability mass is
84.11

check frequency of k=1 and k=2 at N =  1000000
0.826006 0.141244
pmf at k = 1 and k=2 with formula
[ 0.8411  0.1262]

below is a quick script for checking this

Josef

{{{
import numpy as np
from scipy import stats

pr = 0.8
np.set_printoptions(precision=2, suppress=True)

# calculation for N=1million takes some time
for N in [1000, 10000, 10000, 1000000]:
rvsn=np.random.logseries(pr,size=N)
fr=stats.itemfreq(rvsn)
pmfs=stats.logser.pmf(fr[:,0],pr)*100
print 'log series sample frequency and pmf (in %) with N = ', N
print np.column_stack((fr[:,0],fr[:,1]*100.0/N,pmfs))

np.set_printoptions(precision=4, suppress=True)

print 'check frequency of k=1 and k=2 at N = ', N
print np.sum(rvsn==1)/float(N),
print np.sum(rvsn==2)/float(N)

k = np.array([1,2])
print 'pmf at k = 1 and k=2 with formula'
print -pr**k * 1.0 / k / np.log(1-pr)
}}}
```