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MathGroup Archive 1992

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excessive LogNormalDistribution timing

  • To: mathgroup at yoda.physics.unc.edu
  • Subject: excessive LogNormalDistribution timing
  • From: wiscombe at climate.gsfc.nasa.gov
  • Date: Thu, 1 Oct 92 10:10:57 -0400

Dear Mathgroupers,

  We need to draw random numbers from some of the continuous distributions
provided in the package Statistics`ContinuousDistributions` in Mma 2.0, but
we discovered a gross disparity in the timing for the LogNormalDistribution
which makes it almost impossible to use for real applications.  Here is an
example (on a MacIIfx):

ran1=Table[Random[ExponentialDistribution[1]], {100} ]//Timing

  {1.  Second,...}

ran2=Table[Random[NormalDistribution[0,1]], {100} ]//Timing

  {1.61667  Second,...}

ran3=Table[Random[LogNormalDistribution[0,1]], {100} ]//Timing

  {110.7  Second,...}

There is a factor of 50-100 disparity.  Yet LogNormalDistribution only
involves one extra Log evaluation compared to ExponentialDistribution or
NormalDistribution.  What can possibly be wrong here?

-------------------------------------------
Dr. Warren J. Wiscombe
NASA Goddard, Code 913, Greenbelt, MD 20771
(301) 286-8499







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