Log-normal distribution

The parameters mu and sigma are the mean and standard deviation of the underlying normal distribution. These are not the same parameters as used in scipy.stats.lognorm.

mpsci.distributions.lognormal.cdf(x, mu=0, sigma=1)

Log-normal distribution cumulative distribution function.

mpsci.distributions.lognormal.entropy(mu=0, sigma=1)

Differential entropy of the lognormal distribution.

mpsci.distributions.lognormal.invcdf(p, mu=0, sigma=1)

Log-normal distribution inverse CDF.

This function is also known as the quantile function or the percent point function.

mpsci.distributions.lognormal.invsf(p, mu=0, sigma=1)

Log-normal distribution inverse survival function.

mpsci.distributions.lognormal.kurtosis(mu=0, sigma=1)

Kurtosis of the lognormal distribution.

mpsci.distributions.lognormal.logpdf(x, mu=0, sigma=1)

Natural logarithm of the PDF of the log-normal distribution.

mpsci.distributions.lognormal.mean(mu=0, sigma=1)

Mean of the lognormal distribution.

mpsci.distributions.lognormal.mle(x)

Log-normal distribution maximum likelihood parameter estimation.

x must be a sequence of numbers.

Returns (mu, sigma).

mpsci.distributions.lognormal.mom(x)

Method of moments parameter estimation for the log-normal distribution.

x must be a sequence of numbers.

Returns (mu, sigma).

mpsci.distributions.lognormal.nll(x, mu, sigma)

Negative log-likelihood of a sample for the log-normal distribution.

x must be a sequence of numbers.

mpsci.distributions.lognormal.noncentral_moment(n, mu=0, sigma=1)

Noncentral moment of the lognormal distribution.

mpsci.distributions.lognormal.pdf(x, mu=0, sigma=1)

Log-normal distribution probability density function.

mpsci.distributions.lognormal.sf(x, mu=0, sigma=1)

Log-normal distribution survival function.

mpsci.distributions.lognormal.skewness(mu=0, sigma=1)

Skewness of the lognormal distribution.

mpsci.distributions.lognormal.support(mu=0, sigma=1)

Support of the lognormal distribution.

mpsci.distributions.lognormal.var(mu=0, sigma=1)

Variance of the lognormal distribution.