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[Help-gsl] Re: Log-Logistic Distribution

From: John D Lamb
Subject: [Help-gsl] Re: Log-Logistic Distribution
Date: Thu, 17 Nov 2005 11:30:04 +0000
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.7.12) Gecko/20050921

Luis Cardenas wrote:
> Hi
> My name is Guillermo Cardenas and I'm a Phd candidate in the Polytechnic
> University of Valencia in Spain.
> I've been using GSL to fit data to some distributions provided by the
> library.
> The issue is that Log-Logistic distribution is not included in the
> library. I have found the Density and Cummulative Functions, but I
> require the function to generate Log-logistic numbers.
> Any help will be appreciated

I am guessing that you want a random variate generator that generates
log-logistic random variates. GSL provides a random variate generator
that generates logistic random variates. One method that should work
well is to generate a logistic random variate X and then the
log-logistic random variate is exp( X ). This is the method that GSL
uses to generate lognormal variates starting from normal (Gaussian)

You will need to know how to translate from log-logistic parameters to
logistic parameters.

If this is not enough you might look at the books of Devroye or Kleijnen
and van Groenendaal or Law and Kelton.


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