[Help-gsl] Re: Log-Logistic Distribution

[John D Lamb]

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)
variates.

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.

-- 
JDL