[scikit-learn] Fitting Lognormal Distribution

federico vaggi vaggi.federico at gmail.com
Thu May 26 03:26:53 EDT 2016


If you are talking about finding the values at which the probability
density functions will have the same value, then you can just write the
equations explicitly and solve in terms of theta1, sigma1 and theta2,
sigma2?


On Thu, 26 May 2016 at 09:23 Startup Hire <blrstartuphire at gmail.com> wrote:

> Hi,
>
> (1) - Thanks. will do that
>
> (2) - I am fitting the distribution for 2 different set of values.. I will
> find the distribution as mentioned by you in (1).. But, now having 2
> curves, how do i find the meetings point(s) ?
>
> Regards,
> Sanant
>
> On Thu, May 26, 2016 at 12:16 PM, federico vaggi <vaggi.federico at gmail.com
> > wrote:
>
>> 1) The normal distribution is parametrized by standard deviation and
>> mean.  Simply take the mean and standard deviation of the log of your
>> values?
>>
>> 2) Which curves?  You only mentioned a single log normal distribution.
>>
>> On Thu, 26 May 2016 at 08:42 Startup Hire <blrstartuphire at gmail.com>
>> wrote:
>>
>>> Hi Michael,
>>>
>>> :)
>>>
>>>
>>> (1)  - I think you are right, how do I fit a normal distribution to the
>>> log of values?
>>>
>>> (2)  Intersection ---> Meeting point (s)  . as in where the curves cross
>>> each other (it can be in multiple places too!)
>>>
>>>
>>> Regards,
>>> Sanant
>>>
>>> On Thu, May 26, 2016 at 11:52 AM, Michael Eickenberg <
>>> michael.eickenberg at gmail.com> wrote:
>>>
>>>> Hi Sanant,
>>>>
>>>> On Thursday, May 26, 2016, Startup Hire <blrstartuphire at gmail.com>
>>>> wrote:
>>>>
>>>>> Hi all,
>>>>>
>>>>> Hope you are doing good.
>>>>>
>>>>
>>>> I would like to think so, but you never know where ML will lead us ...
>>>>
>>>>
>>>>>
>>>>> I am working on a project where I need to do the following things:
>>>>>
>>>>> 1. I need to fit a lognormal distribution to a set of values [I know
>>>>> its lognormal by a simple XY scatter plot in excel]
>>>>>
>>>>
>>>> if your distribution is lognormal, why don't you try fitting a gaussian
>>>> to the log of the values? is this too unstable?
>>>>
>>>>
>>>>>
>>>>> 2. I need to find the intersection of the lognormal distribution so
>>>>> that I can decide cut-off values based on that.
>>>>>
>>>>
>>>> what exactly do you mean by intersection?
>>>>
>>>>
>>>>>
>>>>>
>>>>> Can you guide me on (1) and (2) can be achieved in python?
>>>>>
>>>>> Regards,
>>>>> Sanant
>>>>>
>>>>
>>>>
>>>> Michael
>>>>
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