[SciPy-user] lognormal distribution
pajer at iname.com
Fri Feb 11 14:14:24 CST 2005
Stephen Walton wrote:
> An application question for a change: I need to produce pseudorandom
> numbers drawn from a lognormal distribution (see
> 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
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.
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