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excessive LogNormalDistribution timing

  • To: mathgroup at
  • Subject: excessive LogNormalDistribution timing
  • From: wiscombe at
  • 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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