BJEBN - 5 months ago 14x

Python Question

How do I calculate the inverse of the log normal cumulative distribution function in python? I'm trying to translate some functions from Excel that uses the function

`[LOGINV][1]`

For example

`LOGINV(0,005;2;0,5) yields 2,0382373`

where

`0,005`

`2`

`0,5`

Does

`scipy.stats`

Answer

Yes:

```
from scipy import stats
import numpy as np
stats.lognorm(0.5, scale=np.exp(2)).ppf(0.005)
```

from http://docs.scipy.org/doc/scipy-0.17.0/reference/generated/scipy.stats.lognorm.html

Please check the meaning of your quantities. Actually 2 and 0.5 are the mean and the std-deviation of the random variable Y=exp(X), where X is the log-normal defined in the code (as also written in the excel documentation). The mean and the std-deviation of the distribution defined in the code are 8.37 and 4.46

Source (Stackoverflow)

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