I have a poisson distribution, whose is a log-normal distribution. So for example, I can randomly sample it
>generate random sample from lognormal distribution
>generate random sample from
But how do I calculate the CDF of this distribution? I'm only looking for numeric results.
I could do a Monte Carlo estimate, but that's gross. Is there a simpler method?
I'm using Python, statsmodel package.
>generate random sample from lognormal distribution
>generate random sample from
But how do I calculate the CDF of this distribution? I'm only looking for numeric results.
I could do a Monte Carlo estimate, but that's gross. Is there a simpler method?
I'm using Python, statsmodel package.